+308.5%
CSCO vs ADM
+133.7%
+174.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -9.0% | -7.1% |
| 7D | +1.9% | +4.2% | -2.3% | +0.5% |
| 30D | -15.8% | -12.8% | -3.0% | -12.2% |
| 3M | -15.4% | -8.5% | -6.9% | -13.4% |
| 6M | -5.4% | -10.9% | +5.5% | -2.6% |
| YTD | +26.5% | +29.4% | -3.0% | +14.1% |
| 1Y | +25.9% | +27.5% | -1.7% | +14.0% |
| 3Y | +97.5% | +10.3% | +87.2% | +82.0% |
| 5Y | +93.0% | +27.4% | +65.7% | +57.3% |
| All | +308.5% | +133.7% | +174.8% | +123.7% |
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