+13,507.3%
GOOGL vs ADM
+804.5%
+12,702.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +3.8% | -6.0% | -3.3% |
| 30D | -6.6% | +9.8% | -16.3% | -9.1% |
| 3M | -8.9% | +2.1% | -11.1% | -9.9% |
| 6M | +11.9% | +27.5% | -15.6% | +3.5% |
| YTD | +8.3% | +50.2% | -41.9% | -4.5% |
| 1Y | +46.2% | +40.6% | +5.6% | +30.7% |
| 3Y | +151.9% | +17.2% | +134.6% | +130.3% |
| 5Y | +137.7% | +61.9% | +75.8% | +92.0% |
| 10Y | +757.6% | +159.3% | +598.3% | +478.8% |
| All | +13,507.3% | +804.5% | +12,702.8% | +7,567.5% |
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