-51.7%
INTC vs ADM
-8.0%
-43.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +7.8% |
| 7D | +7.3% | +0.1% | +7.1% | +7.1% |
| 30D | -38.3% | -11.8% | -26.5% | -39.6% |
| 3M | -36.0% | -11.3% | -24.7% | -37.2% |
| 6M | -51.7% | -10.0% | -41.7% | -52.2% |
| All | -51.7% | -8.0% | -43.7% | -52.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling