+1,254.4%
AAPL vs ADM
+178.5%
+1,075.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.1% | +3.4% |
| 7D | -0.5% | +3.0% | -3.5% | -1.4% |
| 30D | +7.1% | +8.7% | -1.6% | +4.4% |
| 3M | +12.1% | +7.6% | +4.5% | +9.3% |
| 6M | +25.4% | +26.9% | -1.4% | +15.6% |
| YTD | +20.5% | +54.3% | -33.8% | +3.8% |
| 1Y | +44.5% | +45.7% | -1.1% | +26.4% |
| 3Y | +85.8% | +21.9% | +63.8% | +67.5% |
| 5Y | +124.8% | +67.2% | +57.6% | +70.2% |
| All | +1,254.4% | +178.5% | +1,075.9% | +695.1% |
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