+138.2%
IBM vs ADM
+24.5%
+113.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | -5.0% | -9.0% | +4.1% | -3.8% |
| 30D | +11.1% | -14.0% | +25.1% | +13.3% |
| 3M | +5.7% | -9.2% | +14.9% | +7.0% |
| 6M | +10.1% | -9.2% | +19.3% | +11.2% |
| YTD | -15.6% | +24.2% | -39.8% | -19.0% |
| 1Y | -19.5% | +27.0% | -46.5% | -23.2% |
| 3Y | +80.4% | +6.6% | +73.8% | +74.7% |
| All | +138.2% | +24.5% | +113.7% | +128.9% |
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