+116.0%
INTC vs ADM
+67.1%
+48.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.1% |
| 7D | +18.0% | +1.4% | +16.6% | +17.6% |
| 30D | +8.9% | +8.2% | +0.7% | +6.8% |
| 3M | -1.6% | +8.7% | -10.3% | -3.8% |
| 6M | +133.1% | +29.1% | +104.0% | +117.5% |
| YTD | +187.9% | +53.7% | +134.3% | +156.5% |
| 1Y | +334.7% | +43.2% | +291.5% | +293.0% |
| 3Y | +184.2% | +21.4% | +162.8% | +160.1% |
| 5Y | +116.0% | +67.1% | +48.9% | +77.4% |
| All | +116.0% | +67.1% | +48.9% | +77.4% |
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 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