+118.8%
GOOGL vs ADM
+6.0%
+112.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +2.6% | -1.8% | +4.5% | +2.6% |
| 30D | -18.3% | -13.3% | -5.0% | -18.2% |
| 3M | -19.6% | -13.4% | -6.2% | -19.6% |
| 6M | -28.2% | -9.6% | -18.6% | -28.3% |
| YTD | -8.0% | +23.0% | -31.0% | -8.9% |
| 1Y | -0.7% | +27.4% | -28.0% | -1.9% |
| 3Y | +118.8% | +5.7% | +113.1% | +107.0% |
| All | +118.8% | +6.0% | +112.8% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling