+62.6%
ADM vs SGI
+61.8%
+0.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.1% | +9.3% | -9.3% | -1.0% |
| 30D | +11.0% | +6.9% | +4.1% | +10.2% |
| 3M | +6.0% | +2.8% | +3.2% | +5.3% |
| 6M | +26.9% | -12.6% | +39.5% | +28.0% |
| YTD | +50.0% | -21.5% | +71.5% | +53.2% |
| 1Y | +39.6% | -18.8% | +58.3% | +41.6% |
| 3Y | +18.5% | +60.8% | -42.3% | +8.8% |
| 5Y | +62.6% | +60.0% | +2.6% | +46.0% |
| All | +62.6% | +61.8% | +0.8% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling