+2,883.5%
GE vs ADM
+1,908.9%
+974.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.6% | +3.8% | -5.4% | -2.9% |
| 30D | -11.6% | +9.8% | -21.3% | -14.4% |
| 3M | +3.0% | +2.1% | +0.9% | +1.8% |
| 6M | -0.5% | +27.5% | -28.0% | -9.4% |
| YTD | +9.7% | +50.2% | -40.5% | -5.7% |
| 1Y | +20.0% | +40.6% | -20.6% | +5.0% |
| 3Y | +275.8% | +17.2% | +258.6% | +236.8% |
| 5Y | +429.1% | +61.9% | +367.2% | +315.6% |
| 10Y | +151.2% | +159.3% | -8.1% | +67.5% |
| All | +2,883.5% | +1,908.9% | +974.7% | +885.4% |
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