+13,444.1%
GOOG vs ADM
+804.5%
+12,639.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.1% | +3.8% | -5.9% | -3.2% |
| 30D | -6.8% | +9.8% | -16.6% | -9.3% |
| 3M | -9.1% | +2.1% | -11.2% | -10.0% |
| 6M | +10.7% | +27.5% | -16.8% | +2.5% |
| YTD | +7.1% | +50.2% | -43.1% | -5.6% |
| 1Y | +44.6% | +40.6% | +4.0% | +29.3% |
| 3Y | +147.4% | +17.2% | +130.2% | +126.3% |
| 5Y | +133.8% | +61.9% | +71.9% | +88.9% |
| 10Y | +777.5% | +159.3% | +618.2% | +492.5% |
| All | +13,444.1% | +804.5% | +12,639.7% | +7,534.8% |
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