-16.1%
SPGI vs ADM
+38.4%
-54.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +5.4% | +11.0% | -5.6% | +5.4% |
| 3M | +9.0% | +6.0% | +3.0% | +8.9% |
| 6M | +0.8% | +26.9% | -26.1% | +0.5% |
| YTD | -12.6% | +50.0% | -62.6% | -14.2% |
| 1Y | -16.1% | +39.6% | -55.7% | -17.9% |
| All | -16.1% | +38.4% | -54.5% | -17.9% |
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