+21.9%
GE vs ADM
+39.5%
-17.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +1.2% | -0.1% | +1.2% | +1.1% |
| 30D | -9.5% | +11.0% | -20.5% | -8.6% |
| 3M | +4.1% | +6.0% | -1.9% | +4.8% |
| 6M | +3.9% | +26.9% | -23.0% | +5.2% |
| YTD | +9.0% | +50.0% | -41.0% | +11.2% |
| All | +21.9% | +39.5% | -17.6% | +24.0% |
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