+64.2%
ADM vs SPG
+102.5%
-38.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +3.8% | -2.4% | +6.2% | +4.4% |
| 30D | +9.8% | -6.8% | +16.6% | +11.7% |
| 3M | +2.1% | +2.7% | -0.5% | +1.1% |
| 6M | +27.5% | +5.5% | +22.0% | +25.0% |
| YTD | +50.2% | +15.7% | +34.5% | +43.1% |
| 1Y | +40.6% | +20.9% | +19.7% | +32.1% |
| 3Y | +17.2% | +112.4% | -95.2% | -9.3% |
| All | +64.2% | +102.5% | -38.3% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling