+2,765.1%
GE vs ADM
+1,561.3%
+1,203.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | +7.1% | -9.0% | +16.1% | +10.3% |
| 30D | +6.5% | -14.0% | +20.4% | +11.6% |
| 3M | -13.6% | -9.2% | -4.4% | -11.3% |
| 6M | +6.0% | -9.2% | +15.1% | +8.1% |
| YTD | +5.4% | +24.2% | -18.8% | -4.0% |
| 1Y | +6.5% | +27.0% | -20.5% | -3.9% |
| 3Y | +268.6% | +6.6% | +262.0% | +239.0% |
| 5Y | +389.0% | +25.0% | +364.1% | +317.6% |
| 10Y | +163.3% | +100.2% | +63.1% | +90.5% |
| All | +2,765.1% | +1,561.3% | +1,203.8% | +903.0% |
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 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