+2,895.1%
GE vs ADM
+1,545.4%
+1,349.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +5.4% | -1.8% | +7.2% | +6.0% |
| 30D | +9.6% | -13.3% | +22.9% | +14.6% |
| 3M | -7.7% | -13.4% | +5.6% | -3.8% |
| 6M | +14.0% | -9.6% | +23.6% | +16.5% |
| YTD | +10.2% | +23.0% | -12.9% | +0.7% |
| 1Y | +8.9% | +27.4% | -18.5% | -1.8% |
| 3Y | +273.7% | +5.7% | +268.0% | +244.6% |
| 5Y | +410.2% | +22.1% | +388.1% | +339.3% |
| 10Y | +157.4% | +106.0% | +51.5% | +84.7% |
| All | +2,895.1% | +1,545.4% | +1,349.7% | +951.8% |
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