+152.0%
GE vs ADM
+171.4%
-19.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.3% | -3.8% |
| 7D | -1.2% | +1.4% | -2.6% | -1.8% |
| 30D | -11.3% | +8.2% | -19.5% | -14.2% |
| 3M | -1.4% | +8.7% | -10.1% | -5.3% |
| 6M | +1.2% | +29.1% | -27.9% | -10.5% |
| YTD | +5.9% | +53.7% | -47.7% | -13.5% |
| 1Y | +18.4% | +43.2% | -24.8% | -0.9% |
| 3Y | +271.0% | +21.4% | +249.6% | +223.0% |
| 5Y | +417.9% | +67.1% | +350.8% | +241.7% |
| 10Y | +152.0% | +176.6% | -24.6% | +13.5% |
| All | +152.0% | +171.4% | -19.5% | +13.5% |
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