+32.6%
CSCO vs ADM
+26.2%
+6.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.9% |
| 7D | -10.2% | -9.0% | -1.2% | -9.6% |
| 30D | -20.1% | -14.0% | -6.1% | -19.2% |
| 3M | -22.1% | -9.2% | -12.9% | -21.6% |
| 6M | +3.2% | -9.2% | +12.3% | +3.6% |
| YTD | +24.1% | +24.2% | -0.1% | +24.6% |
| All | +32.6% | +26.2% | +6.4% | +33.7% |
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 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