+133,818.3%
AAPL vs ADM
+1,545.4%
+132,272.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +5.0% | -1.8% | +6.8% | +5.5% |
| 30D | +3.5% | -13.3% | +16.8% | +7.3% |
| 3M | +13.1% | -13.4% | +26.4% | +17.1% |
| 6M | +19.0% | -9.6% | +28.6% | +21.5% |
| YTD | +28.5% | +23.0% | +5.5% | +20.4% |
| 1Y | +29.7% | +27.4% | +2.3% | +20.3% |
| 3Y | +89.2% | +5.7% | +83.6% | +79.3% |
| 5Y | +141.2% | +22.1% | +119.1% | +116.7% |
| 10Y | +1,306.6% | +106.0% | +1,200.6% | +980.0% |
| All | +133,818.3% | +1,545.4% | +132,272.9% | +57,062.5% |
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