+132.5%
GOOGL vs ADM
+67.1%
+65.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.5% |
| 7D | -1.9% | +1.4% | -3.2% | -2.0% |
| 30D | -7.5% | +8.2% | -15.7% | -8.1% |
| 3M | -9.2% | +8.7% | -17.9% | -9.9% |
| 6M | +8.1% | +29.1% | -21.0% | +5.2% |
| YTD | +5.8% | +53.7% | -47.8% | +0.9% |
| 1Y | +38.3% | +43.2% | -4.9% | +32.8% |
| 3Y | +144.8% | +21.4% | +123.3% | +139.1% |
| 5Y | +132.5% | +67.1% | +65.4% | +102.9% |
| All | +132.5% | +67.1% | +65.4% | +102.9% |
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 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