+31.7%
SPGI vs ADM
+6.1%
+25.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.3% | -9.0% | +9.3% | +0.9% |
| 30D | +18.4% | -14.0% | +32.4% | +19.5% |
| 3M | +15.7% | -9.2% | +24.9% | +16.3% |
| 6M | +17.3% | -9.2% | +26.4% | +17.7% |
| YTD | -4.7% | +24.2% | -28.9% | -7.3% |
| 1Y | +1.8% | +27.0% | -25.2% | -1.2% |
| 3Y | +31.7% | +6.6% | +25.1% | +26.5% |
| All | +31.7% | +6.1% | +25.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling