+6.7%
AMZN vs ADM
+29.8%
-23.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.2% |
| 7D | +4.5% | -8.3% | +12.8% | +3.0% |
| 30D | +5.8% | -14.1% | +19.9% | +3.2% |
| 3M | -4.1% | -10.7% | +6.6% | -6.0% |
| 6M | -2.2% | -5.9% | +3.7% | -3.0% |
| YTD | +15.3% | +25.8% | -10.5% | +17.8% |
| 1Y | +6.7% | +21.3% | -14.6% | +8.5% |
| All | +6.7% | +29.8% | -23.1% | +8.5% |
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 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