+767.4%
GOOG vs ADM
+178.5%
+588.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.5% | +3.0% | -5.5% | -3.2% |
| 30D | -3.6% | +8.7% | -12.3% | -5.6% |
| 3M | -6.4% | +7.6% | -14.0% | -8.3% |
| 6M | +7.8% | +26.9% | -19.1% | +1.0% |
| YTD | +5.5% | +54.3% | -48.8% | -6.2% |
| 1Y | +38.3% | +45.7% | -7.4% | +24.4% |
| 3Y | +143.1% | +21.9% | +121.2% | +125.1% |
| 5Y | +135.0% | +67.2% | +67.9% | +85.8% |
| All | +767.4% | +178.5% | +588.9% | +435.7% |
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