+46.1%
GOOGL vs ADM
+40.7%
+5.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.1% |
| 7D | -2.3% | +3.8% | -6.1% | -1.8% |
| 30D | -6.6% | +9.8% | -16.4% | -5.4% |
| 3M | -9.0% | +2.1% | -11.1% | -8.6% |
| 6M | +11.8% | +27.5% | -15.7% | +16.0% |
| YTD | +8.3% | +50.2% | -41.9% | +14.4% |
| 1Y | +46.1% | +40.6% | +5.5% | +54.9% |
| All | +46.1% | +40.7% | +5.4% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling