+33.9%
AAPL vs ADM
+40.7%
-6.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +0.1% | +3.8% | -3.7% | +0.1% |
| 30D | +3.0% | +9.8% | -6.8% | +3.2% |
| 3M | +2.9% | +2.1% | +0.8% | +3.0% |
| 6M | +22.1% | +27.5% | -5.4% | +23.5% |
| YTD | +18.0% | +50.2% | -32.2% | +19.4% |
| 1Y | +33.9% | +40.6% | -6.7% | +34.9% |
| All | +33.9% | +40.7% | -6.8% | +34.9% |
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