+43.2%
ADM vs MAGS
+14.5%
+28.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.5% |
| 7D | +1.4% | +0.8% | +0.6% | +1.5% |
| 30D | +8.2% | +0.4% | +7.8% | +8.4% |
| 3M | +8.7% | +5.6% | +3.1% | +9.9% |
| 6M | +29.1% | +12.3% | +16.8% | +31.7% |
| YTD | +53.7% | +5.1% | +48.6% | +54.3% |
| 1Y | +43.2% | +14.0% | +29.3% | +45.0% |
| All | +43.2% | +14.5% | +28.8% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling