+159.7%
GILD vs ADM
+177.9%
-18.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | +2.5% | -7.3% | -5.5% |
| 30D | +5.8% | +9.5% | -3.7% | +3.1% |
| 3M | +14.9% | +10.6% | +4.3% | +11.5% |
| 6M | -0.4% | +24.0% | -24.4% | -6.7% |
| YTD | +18.5% | +54.0% | -35.4% | +4.1% |
| 1Y | +25.1% | +45.3% | -20.2% | +11.4% |
| 3Y | +105.9% | +21.8% | +84.1% | +89.5% |
| 5Y | +143.0% | +66.8% | +76.2% | +95.9% |
| All | +159.7% | +177.9% | -18.1% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling