+6.9%
AMZN vs ADM
+29.5%
-22.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.1% | -1.3% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +2.6% | -11.8% | +14.4% | +0.4% |
| 3M | -2.2% | -11.3% | +9.1% | -4.2% |
| 6M | -1.0% | -10.0% | +9.0% | -2.3% |
| YTD | +15.3% | +25.9% | -10.6% | +17.8% |
| 1Y | +6.9% | +26.7% | -19.8% | +9.5% |
| All | +6.9% | +29.5% | -22.6% | +9.5% |
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