+1,279.3%
ADM vs SPG
+5,923.7%
-4,644.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -7.8% | +5.1% | -12.9% | -9.1% |
| 30D | -12.6% | +16.8% | -29.4% | -16.3% |
| 3M | -8.2% | +5.7% | -13.9% | -9.8% |
| 6M | -8.9% | +17.8% | -26.7% | -13.3% |
| YTD | +24.0% | +30.1% | -6.1% | +14.4% |
| 1Y | +26.2% | +32.8% | -6.6% | +15.7% |
| 3Y | +7.0% | +137.2% | -130.2% | -17.6% |
| 5Y | +24.9% | +81.5% | -56.6% | +1.9% |
| 10Y | +102.6% | +116.5% | -13.9% | +42.5% |
| All | +1,279.3% | +5,923.7% | -4,644.5% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling