+176.6%
ADM vs SGI
+263.3%
-86.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +8.2% | +5.5% | +2.7% | +7.2% |
| 3M | +8.7% | -3.6% | +12.3% | +8.8% |
| 6M | +29.1% | -15.0% | +44.1% | +31.0% |
| YTD | +53.7% | -23.0% | +76.7% | +58.0% |
| 1Y | +43.2% | -18.4% | +61.7% | +45.6% |
| 3Y | +21.4% | +57.8% | -36.4% | +9.4% |
| 5Y | +67.1% | +51.5% | +15.6% | +47.9% |
| 10Y | +176.6% | +275.2% | -98.6% | +97.5% |
| All | +176.6% | +263.3% | -86.7% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling