+6.6%
ADM vs SPG
+124.5%
-117.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -9.0% | +4.9% | -13.9% | -9.8% |
| 30D | -14.0% | +15.6% | -29.6% | -16.2% |
| 3M | -9.2% | +4.1% | -13.2% | -9.9% |
| 6M | -9.2% | +13.6% | -22.7% | -11.6% |
| YTD | +24.2% | +27.5% | -3.3% | +17.2% |
| 1Y | +27.0% | +32.2% | -5.3% | +18.6% |
| 3Y | +6.6% | +126.0% | -119.4% | -17.8% |
| All | +6.6% | +124.5% | -117.9% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling