+9,863.9%
INTC vs ADM
+1,583.8%
+8,280.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +6.8% |
| 7D | +7.3% | +0.1% | +7.1% | +7.3% |
| 30D | -38.3% | -11.8% | -26.5% | -36.1% |
| 3M | -36.0% | -11.3% | -24.7% | -34.0% |
| 6M | -51.7% | -10.0% | -41.7% | -50.6% |
| YTD | +69.4% | +25.9% | +43.5% | +55.8% |
| 1Y | +65.0% | +26.7% | +38.3% | +51.2% |
| 3Y | +63.0% | +8.1% | +54.8% | +52.8% |
| 5Y | +33.4% | +23.5% | +9.9% | +18.0% |
| 10Y | +121.2% | +128.2% | -7.0% | +60.6% |
| All | +9,863.9% | +1,583.8% | +8,280.1% | +3,655.6% |
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