+95.8%
AGG vs ADM
+874.6%
-778.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.1% |
| 7D | -1.5% | +4.2% | -5.7% | -1.5% |
| 30D | +0.6% | -12.8% | +13.5% | +0.6% |
| 3M | -1.6% | -8.5% | +6.8% | -1.7% |
| 6M | -1.6% | -10.9% | +9.3% | -1.7% |
| YTD | -1.5% | +29.4% | -30.9% | -1.4% |
| 1Y | -1.1% | +27.5% | -28.6% | -1.0% |
| 3Y | +13.6% | +10.3% | +3.3% | +13.7% |
| 5Y | -1.7% | +27.4% | -29.0% | -1.4% |
| 10Y | +16.1% | +134.6% | -118.4% | +17.0% |
| All | +95.8% | +874.6% | -778.8% | +102.0% |
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