+338.6%
SPGI vs ADM
+127.5%
+211.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.1% |
| 30D | +14.3% | -14.7% | +29.0% | +19.9% |
| 3M | +14.5% | -10.4% | +24.9% | +17.9% |
| 6M | +17.3% | -10.9% | +28.2% | +20.5% |
| YTD | -4.6% | +26.0% | -30.6% | -13.4% |
| 1Y | +0.8% | +26.5% | -25.7% | -8.7% |
| 3Y | +28.8% | +8.2% | +20.6% | +19.1% |
| 5Y | +14.0% | +24.0% | -10.0% | -5.8% |
| All | +338.6% | +127.5% | +211.0% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling