+106.0%
ADM vs SPG
+117.2%
-11.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.8% | +5.6% | -7.4% | -3.2% |
| 30D | -13.3% | +17.6% | -30.8% | -16.9% |
| 3M | -13.4% | +7.5% | -20.8% | -15.1% |
| 6M | -9.6% | +18.5% | -28.1% | -13.9% |
| YTD | +23.0% | +30.9% | -7.9% | +13.8% |
| 1Y | +27.4% | +34.1% | -6.7% | +17.1% |
| 3Y | +5.7% | +135.5% | -129.8% | -17.4% |
| 5Y | +22.1% | +86.5% | -64.5% | -0.3% |
| 10Y | +106.0% | +116.1% | -10.1% | +56.9% |
| All | +106.0% | +117.2% | -11.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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