+149.9%
IBM vs ADM
+100.2%
+49.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -2.5% | -7.8% | +5.3% | -0.1% |
| 30D | +8.4% | -12.6% | +20.9% | +12.8% |
| 3M | +4.5% | -8.2% | +12.7% | +6.9% |
| 6M | +7.9% | -8.9% | +16.8% | +10.1% |
| YTD | -15.2% | +24.0% | -39.2% | -22.5% |
| 1Y | -17.6% | +26.2% | -43.7% | -25.3% |
| 3Y | +82.1% | +7.0% | +75.1% | +69.0% |
| 5Y | +143.3% | +24.9% | +118.5% | +99.2% |
| 10Y | +149.9% | +102.6% | +47.3% | +45.4% |
| All | +149.9% | +100.2% | +49.7% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling