+321.9%
ADM vs SCHG
+1,135.4%
-813.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +11.0% | -1.5% | +12.5% | +11.9% |
| 3M | +6.0% | +4.4% | +1.6% | +3.0% |
| 6M | +26.9% | +15.7% | +11.2% | +15.6% |
| YTD | +50.0% | +8.3% | +41.7% | +41.8% |
| 1Y | +39.6% | +14.2% | +25.4% | +27.1% |
| 3Y | +18.5% | +88.3% | -69.7% | -24.7% |
| 5Y | +62.6% | +83.5% | -20.9% | +1.2% |
| 10Y | +162.4% | +444.2% | -281.8% | -39.9% |
| All | +321.9% | +1,135.4% | -813.5% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling