+19.1%
ADM vs MAGS
+190.0%
-170.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +2.5% | +0.6% | +1.8% | +2.5% |
| 30D | +9.5% | +3.2% | +6.2% | +9.3% |
| 3M | +10.6% | +7.7% | +2.9% | +10.2% |
| 6M | +24.0% | +12.5% | +11.6% | +23.1% |
| YTD | +54.0% | +6.0% | +48.0% | +53.5% |
| 1Y | +45.3% | +14.4% | +30.9% | +43.6% |
| 3Y | +21.8% | +127.5% | -105.8% | +10.3% |
| All | +19.1% | +190.0% | -170.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling