+11,715.7%
GOOG vs ADM
+679.3%
+11,036.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.7% |
| 7D | +3.0% | +4.2% | -1.2% | +1.9% |
| 30D | -14.9% | -12.8% | -2.0% | -11.7% |
| 3M | -14.9% | -8.5% | -6.4% | -13.1% |
| 6M | -26.6% | -10.9% | -15.7% | -24.8% |
| YTD | -6.6% | +29.4% | -36.0% | -14.5% |
| 1Y | +5.1% | +27.5% | -22.5% | -3.5% |
| 3Y | +121.0% | +10.3% | +110.6% | +104.7% |
| 5Y | +97.3% | +27.4% | +70.0% | +70.9% |
| 10Y | +683.2% | +134.6% | +548.7% | +442.9% |
| All | +11,715.7% | +679.3% | +11,036.4% | +6,821.2% |
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