+686.0%
ADM vs SGI
+1,862.0%
-1,176.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | 0.0% |
| 7D | -1.8% | -3.9% | +2.1% | -1.3% |
| 30D | -13.3% | +0.9% | -14.2% | -13.5% |
| 3M | -13.4% | -2.9% | -10.5% | -13.3% |
| 6M | -9.6% | -9.0% | -0.7% | -9.1% |
| YTD | +23.0% | -29.2% | +52.2% | +27.8% |
| 1Y | +27.4% | -32.3% | +59.6% | +33.2% |
| 3Y | +5.7% | +72.4% | -66.7% | -5.9% |
| 5Y | +22.1% | +50.6% | -28.6% | +7.9% |
| 10Y | +106.0% | +335.2% | -229.3% | +42.2% |
| All | +686.0% | +1,862.0% | -1,176.0% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling