+150.1%
IBM vs ADM
+26.4%
+123.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.6% |
| 7D | +1.6% | +4.2% | -2.6% | +1.0% |
| 30D | +9.2% | -12.8% | +22.0% | +11.2% |
| 3M | +4.9% | -8.5% | +13.4% | +6.1% |
| 6M | +16.8% | -10.9% | +27.7% | +18.3% |
| YTD | -14.3% | +29.4% | -43.7% | -18.3% |
| 1Y | -16.7% | +27.5% | -44.3% | -20.4% |
| 3Y | +82.2% | +10.3% | +71.9% | +75.8% |
| All | +150.1% | +26.4% | +123.7% | +139.6% |
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