-26.6%
GOOG vs ADM
-9.1%
-17.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -0.7% |
| 7D | +3.0% | +4.2% | -1.2% | +3.3% |
| 30D | -14.9% | -12.8% | -2.0% | -16.4% |
| 3M | -14.9% | -8.5% | -6.4% | -15.8% |
| 6M | -26.6% | -10.9% | -15.7% | -27.5% |
| All | -26.6% | -9.1% | -17.5% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling