+131.6%
IBM vs ADM
+158.6%
-27.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -1.5% | +11.0% | -12.5% | -4.9% |
| 3M | -16.8% | +6.0% | -22.8% | -18.7% |
| 6M | -9.0% | +26.9% | -36.0% | -16.6% |
| YTD | -20.1% | +50.0% | -70.1% | -31.0% |
| 1Y | -7.0% | +39.6% | -46.6% | -18.1% |
| 3Y | +72.4% | +18.5% | +53.8% | +57.0% |
| 5Y | +112.0% | +62.6% | +49.4% | +57.9% |
| 10Y | +131.6% | +162.4% | -30.9% | +28.0% |
| All | +131.6% | +158.6% | -27.1% | +28.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling