+122,851.5%
AAPL vs ADM
+1,908.9%
+120,942.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +0.1% | +3.8% | -3.7% | -0.9% |
| 30D | +3.0% | +9.8% | -6.8% | +0.4% |
| 3M | +2.9% | +2.1% | +0.8% | +2.1% |
| 6M | +22.1% | +27.5% | -5.4% | +13.9% |
| YTD | +18.0% | +50.2% | -32.2% | +5.2% |
| 1Y | +33.9% | +40.6% | -6.7% | +21.0% |
| 3Y | +71.2% | +17.2% | +53.9% | +58.1% |
| 5Y | +112.6% | +61.9% | +50.7% | +77.5% |
| 10Y | +1,198.8% | +159.3% | +1,039.5% | +840.1% |
| All | +122,851.5% | +1,908.9% | +120,942.6% | +49,827.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling