+9.5%
SPGI vs ADM
+62.5%
-53.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +0.1% | +3.8% | -3.6% | -0.4% |
| 30D | +8.4% | +9.8% | -1.3% | +6.9% |
| 3M | +11.8% | +2.1% | +9.7% | +11.3% |
| 6M | +5.7% | +27.5% | -21.8% | +1.5% |
| YTD | -9.7% | +50.2% | -59.9% | -15.8% |
| 1Y | -12.5% | +40.6% | -53.0% | -17.6% |
| 3Y | +21.8% | +17.2% | +4.6% | +17.2% |
| All | +9.5% | +62.5% | -53.1% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling