+11,697.7%
GOOGL vs ADM
+658.1%
+11,039.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -16.8% | -11.8% | -5.0% | -14.0% |
| 3M | -14.6% | -11.3% | -3.3% | -12.0% |
| 6M | -24.4% | -10.0% | -14.4% | -22.7% |
| YTD | -6.1% | +25.9% | -32.0% | -13.3% |
| 1Y | +1.0% | +26.7% | -25.7% | -7.1% |
| 3Y | +123.4% | +8.1% | +115.3% | +108.0% |
| 5Y | +103.2% | +23.5% | +79.7% | +77.5% |
| 10Y | +667.7% | +128.2% | +539.5% | +436.1% |
| All | +11,697.7% | +658.1% | +11,039.6% | +6,862.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling