+702.3%
GOOG vs ADM
+133.7%
+568.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | +3.0% | +4.2% | -1.2% | +2.0% |
| 30D | -14.9% | -12.8% | -2.0% | -12.2% |
| 3M | -14.9% | -8.5% | -6.4% | -13.4% |
| 6M | -26.6% | -10.9% | -15.7% | -25.1% |
| YTD | -6.6% | +29.4% | -36.0% | -13.8% |
| 1Y | +5.1% | +27.5% | -22.5% | -2.8% |
| 3Y | +121.0% | +10.3% | +110.6% | +107.1% |
| 5Y | +97.3% | +27.4% | +70.0% | +68.2% |
| All | +702.3% | +133.7% | +568.6% | +411.6% |
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