+2,413.6%
IBM vs ADM
+1,908.9%
+504.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +3.8% | -4.1% | -1.2% |
| 30D | +0.3% | +9.8% | -9.5% | -2.1% |
| 3M | -21.6% | +2.1% | -23.7% | -22.2% |
| 6M | -4.7% | +27.5% | -32.2% | -10.7% |
| YTD | -19.1% | +50.2% | -69.3% | -27.3% |
| 1Y | -2.5% | +40.6% | -43.1% | -11.3% |
| 3Y | +74.2% | +17.2% | +56.9% | +61.8% |
| 5Y | +113.1% | +61.9% | +51.2% | +79.9% |
| 10Y | +133.5% | +159.3% | -25.7% | +73.6% |
| All | +2,413.6% | +1,908.9% | +504.7% | +997.5% |
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