+63.9%
CSCO vs ADM
+40.7%
+23.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | +3.8% | -4.4% | -0.9% |
| 30D | -10.1% | +9.8% | -19.9% | -10.7% |
| 3M | -15.7% | +2.1% | -17.8% | -15.9% |
| 6M | +36.3% | +27.5% | +8.8% | +34.5% |
| YTD | +43.8% | +50.2% | -6.4% | +43.0% |
| 1Y | +63.9% | +40.6% | +23.3% | +62.0% |
| All | +63.9% | +40.7% | +23.2% | +62.0% |
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