+273,029.3%
AMZN vs ADM
+807.3%
+272,222.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | +3.4% | -14.7% | +18.1% | +7.8% |
| 3M | +0.1% | -10.4% | +10.5% | +2.6% |
| 6M | +0.6% | -10.9% | +11.6% | +2.9% |
| YTD | +15.9% | +26.0% | -10.1% | +6.7% |
| 1Y | +9.5% | +26.5% | -17.0% | +0.5% |
| 3Y | +86.3% | +8.2% | +78.1% | +73.0% |
| 5Y | +51.7% | +24.0% | +27.7% | +33.4% |
| 10Y | +623.8% | +128.4% | +495.4% | +409.2% |
| All | +273,029.3% | +807.3% | +272,222.0% | +148,852.1% |
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