+2.9%
SPGI vs ADM
+29.8%
-27.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.4% |
| 7D | +7.2% | -8.3% | +15.5% | +7.1% |
| 30D | +23.2% | -14.1% | +37.3% | +22.9% |
| 3M | +17.0% | -10.7% | +27.8% | +16.6% |
| 6M | +20.4% | -5.9% | +26.3% | +19.9% |
| YTD | -1.9% | +25.8% | -27.7% | -4.5% |
| 1Y | +2.9% | +21.3% | -18.4% | +0.6% |
| All | +2.9% | +29.8% | -27.0% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling