+63.3%
ADM vs SCHG
+84.3%
-21.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +9.5% | -1.3% | +10.7% | +9.7% |
| 3M | +10.6% | +5.4% | +5.2% | +9.3% |
| 6M | +24.0% | +14.4% | +9.6% | +20.2% |
| YTD | +54.0% | +8.0% | +45.9% | +51.1% |
| 1Y | +45.3% | +12.7% | +32.6% | +40.9% |
| 3Y | +21.8% | +85.6% | -63.9% | +0.9% |
| All | +63.3% | +84.3% | -21.0% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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