-2.5%
ADM vs MAGS
+185.8%
-188.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +3.0% | -2.3% | +0.6% |
| 30D | -14.7% | -7.3% | -7.4% | -14.4% |
| 3M | -10.4% | +1.7% | -12.1% | -10.5% |
| 6M | -10.9% | -0.4% | -10.6% | -10.9% |
| YTD | +26.0% | +4.4% | +21.6% | +25.6% |
| 1Y | +26.5% | +5.1% | +21.4% | +26.0% |
| 3Y | +8.2% | +122.6% | -114.4% | -2.4% |
| All | -2.5% | +185.8% | -188.3% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling