+150.5%
GOOGL vs ADM
+18.5%
+131.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -4.4% | +11.0% | -15.5% | -4.4% |
| 3M | -6.8% | +6.0% | -12.8% | -6.8% |
| 6M | +13.6% | +26.9% | -13.4% | +13.4% |
| YTD | +8.3% | +50.0% | -41.7% | +7.6% |
| 1Y | +44.9% | +39.6% | +5.4% | +44.4% |
| 3Y | +150.5% | +18.5% | +131.9% | +147.7% |
| All | +150.5% | +18.5% | +131.9% | +147.7% |
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