+390.5%
GE vs ADM
+24.5%
+366.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +7.1% | -9.0% | +16.1% | +8.3% |
| 30D | +6.5% | -14.0% | +20.4% | +8.5% |
| 3M | -13.6% | -9.2% | -4.4% | -12.7% |
| 6M | +6.0% | -9.2% | +15.1% | +6.7% |
| YTD | +5.4% | +24.2% | -18.8% | +0.1% |
| 1Y | +6.5% | +27.0% | -20.5% | +0.6% |
| 3Y | +268.6% | +6.6% | +262.0% | +254.9% |
| All | +390.5% | +24.5% | +366.0% | +312.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling