+2,521.8%
IBM vs ADM
+1,561.3%
+960.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -5.0% | -9.0% | +4.1% | -2.8% |
| 30D | +11.1% | -14.0% | +25.1% | +15.0% |
| 3M | +5.7% | -9.2% | +14.9% | +7.9% |
| 6M | +10.1% | -9.2% | +19.3% | +12.0% |
| YTD | -15.6% | +24.2% | -39.8% | -20.8% |
| 1Y | -19.5% | +27.0% | -46.5% | -25.0% |
| 3Y | +80.4% | +6.6% | +73.8% | +71.1% |
| 5Y | +140.0% | +25.0% | +115.0% | +115.7% |
| 10Y | +155.0% | +100.2% | +54.7% | +101.3% |
| All | +2,521.8% | +1,561.3% | +960.5% | +1,096.5% |
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