+98.9%
GOOGL vs ADM
+23.4%
+75.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +2.6% | -1.8% | +4.5% | +2.8% |
| 30D | -18.3% | -13.3% | -5.0% | -17.3% |
| 3M | -19.6% | -13.4% | -6.2% | -18.7% |
| 6M | -28.2% | -9.6% | -18.6% | -27.8% |
| YTD | -8.0% | +23.0% | -31.0% | -10.8% |
| 1Y | -0.7% | +27.4% | -28.0% | -4.2% |
| 3Y | +118.8% | +5.7% | +113.1% | +113.4% |
| 5Y | +98.9% | +22.1% | +76.8% | +76.1% |
| All | +98.9% | +23.4% | +75.5% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling