+98.1%
AGG vs ADM
+1,029.7%
-931.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -0.4% | +11.0% | -11.4% | -0.3% |
| 3M | -0.3% | +6.0% | -6.3% | -0.2% |
| 6M | -1.2% | +26.9% | -28.1% | -1.1% |
| YTD | -0.4% | +50.0% | -50.4% | -0.1% |
| 1Y | +0.4% | +39.6% | -39.2% | +0.6% |
| 3Y | +13.4% | +18.5% | -5.1% | +13.6% |
| 5Y | -1.4% | +62.6% | -64.0% | -1.0% |
| 10Y | +14.8% | +162.4% | -147.6% | +15.7% |
| All | +98.1% | +1,029.7% | -931.6% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling