+26.3%
ADM vs SPG
+74.6%
-48.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -9.0% | +4.9% | -13.9% | -10.1% |
| 30D | -14.0% | +15.6% | -29.6% | -17.2% |
| 3M | -9.2% | +4.1% | -13.2% | -10.2% |
| 6M | -9.2% | +13.6% | -22.7% | -12.5% |
| YTD | +24.2% | +27.5% | -3.3% | +15.3% |
| 1Y | +27.0% | +32.2% | -5.3% | +16.6% |
| 3Y | +6.6% | +126.0% | -119.4% | -19.0% |
| All | +26.3% | +74.6% | -48.3% | +0.7% |
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