+18.5%
ADM vs MAGS
+128.8%
-110.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.1% | +1.2% | -1.3% | -0.1% |
| 30D | +11.0% | -0.1% | +11.1% | +11.0% |
| 3M | +6.0% | +3.8% | +2.2% | +5.9% |
| 6M | +26.9% | +13.2% | +13.7% | +26.1% |
| YTD | +50.0% | +4.7% | +45.3% | +49.7% |
| 1Y | +39.6% | +14.4% | +25.2% | +38.1% |
| 3Y | +18.5% | +128.6% | -110.0% | +10.8% |
| All | +18.5% | +128.8% | -110.2% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling