+189,363.8%
CSCO vs ADM
+1,772.8%
+187,591.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -10.2% | -9.0% | -1.2% | -7.7% |
| 30D | -20.1% | -14.0% | -6.1% | -16.5% |
| 3M | -22.4% | -9.2% | -13.2% | -20.4% |
| 6M | +2.8% | -9.2% | +11.9% | +5.1% |
| YTD | +23.6% | +24.2% | -0.6% | +14.3% |
| 1Y | +34.0% | +27.0% | +7.1% | +22.9% |
| 3Y | +89.3% | +6.6% | +82.6% | +76.9% |
| 5Y | +87.9% | +25.0% | +62.9% | +63.6% |
| 10Y | +314.9% | +100.2% | +214.7% | +204.8% |
| All | +189,363.8% | +1,772.8% | +187,591.0% | +63,355.9% |
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