+109.8%
AAPL vs ADM
+67.1%
+42.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | -3.0% | +1.4% | -4.3% | -3.2% |
| 30D | +2.3% | +8.2% | -5.9% | +0.9% |
| 3M | +8.6% | +8.7% | -0.1% | +7.0% |
| 6M | +21.6% | +29.1% | -7.5% | +15.9% |
| YTD | +16.3% | +53.7% | -37.3% | +7.2% |
| 1Y | +35.1% | +43.2% | -8.2% | +25.9% |
| 3Y | +79.4% | +21.4% | +58.0% | +68.9% |
| 5Y | +109.8% | +67.1% | +42.7% | +84.9% |
| All | +109.8% | +67.1% | +42.7% | +84.9% |
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 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