+263,909.3%
AMZN vs ADM
+981.6%
+262,927.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -3.0% | +3.8% | -6.7% | -4.0% |
| 30D | -5.2% | +9.8% | -14.9% | -7.7% |
| 3M | +1.9% | +2.1% | -0.3% | +0.8% |
| 6M | +19.2% | +27.5% | -8.3% | +10.3% |
| YTD | +12.0% | +50.2% | -38.2% | -1.4% |
| 1Y | +9.7% | +40.6% | -30.9% | -2.1% |
| 3Y | +87.2% | +17.2% | +69.9% | +70.9% |
| 5Y | +48.7% | +61.9% | -13.2% | +21.4% |
| 10Y | +569.3% | +159.3% | +410.1% | +355.9% |
| All | +263,909.3% | +981.6% | +262,927.7% | +137,580.1% |
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 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