+9,167.3%
INTC vs ADM
+1,545.4%
+7,621.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -4.0% | -1.8% | -2.2% | -3.5% |
| 30D | -44.5% | -13.3% | -31.2% | -42.2% |
| 3M | -40.4% | -13.4% | -27.0% | -38.1% |
| 6M | -53.5% | -9.6% | -43.9% | -52.5% |
| YTD | +57.5% | +23.0% | +34.5% | +45.8% |
| 1Y | +51.2% | +27.4% | +23.8% | +38.2% |
| 3Y | +51.6% | +5.7% | +45.9% | +43.0% |
| 5Y | +23.5% | +22.1% | +1.4% | +9.6% |
| 10Y | +106.4% | +106.0% | +0.4% | +54.0% |
| All | +9,167.3% | +1,545.4% | +7,621.9% | +3,416.0% |
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