+740.7%
GOOGL vs ADM
+178.5%
+562.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.8% | +3.0% | -5.8% | -3.5% |
| 30D | -3.2% | +8.7% | -11.9% | -5.2% |
| 3M | -6.6% | +7.6% | -14.2% | -8.5% |
| 6M | +8.5% | +26.9% | -18.4% | +1.6% |
| YTD | +6.5% | +54.3% | -47.8% | -5.4% |
| 1Y | +39.4% | +45.7% | -6.2% | +25.2% |
| 3Y | +146.2% | +21.9% | +124.3% | +127.8% |
| 5Y | +138.3% | +67.2% | +71.2% | +88.1% |
| All | +740.7% | +178.5% | +562.2% | +417.8% |
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 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