+620.3%
AMZN vs ADM
+118.6%
+501.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.1% | -2.2% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +2.6% | -11.8% | +14.4% | +4.9% |
| 3M | -2.2% | -11.3% | +9.1% | -0.3% |
| 6M | -1.0% | -10.0% | +9.0% | +0.3% |
| YTD | +15.3% | +25.9% | -10.6% | +7.8% |
| 1Y | +6.9% | +26.7% | -19.8% | -0.4% |
| 3Y | +85.4% | +8.1% | +77.3% | +75.2% |
| 5Y | +53.3% | +23.5% | +29.8% | +37.9% |
| 10Y | +620.3% | +128.2% | +492.1% | +438.2% |
| All | +620.3% | +118.6% | +501.8% | +438.2% |
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