+564.1%
AMZN vs ADM
+171.4%
+392.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.3% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -9.2% | +8.2% | -17.4% | -10.8% |
| 3M | +3.4% | +8.7% | -5.3% | +1.3% |
| 6M | +18.2% | +29.1% | -10.9% | +11.2% |
| YTD | +9.3% | +53.7% | -44.3% | -1.4% |
| 1Y | +5.9% | +43.2% | -37.3% | -3.2% |
| 3Y | +82.6% | +21.4% | +61.2% | +70.5% |
| 5Y | +44.9% | +67.1% | -22.2% | +21.9% |
| 10Y | +564.1% | +176.6% | +387.5% | +366.1% |
| All | +564.1% | +171.4% | +392.7% | +366.1% |
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