+12.6%
AGG vs ADM
+21.5%
-8.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.9% | +3.0% | -3.9% | -0.9% |
| 30D | -1.0% | +8.7% | -9.7% | -1.0% |
| 3M | -1.3% | +7.6% | -8.9% | -1.3% |
| 6M | -2.1% | +26.9% | -29.0% | -2.3% |
| YTD | -1.2% | +54.3% | -55.5% | -1.7% |
| 1Y | -0.5% | +45.7% | -46.1% | -0.9% |
| All | +12.6% | +21.5% | -8.9% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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