+17,561.1%
LLY vs ADM
+1,908.9%
+15,652.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | +3.8% | -5.9% | -3.0% |
| 30D | -1.6% | +9.8% | -11.4% | -3.7% |
| 3M | +2.3% | +2.1% | +0.2% | +1.5% |
| 6M | +14.9% | +27.5% | -12.6% | +8.2% |
| YTD | +7.5% | +50.2% | -42.7% | -2.6% |
| 1Y | +55.7% | +40.6% | +15.1% | +42.9% |
| 3Y | +110.6% | +17.2% | +93.4% | +96.6% |
| 5Y | +363.4% | +61.9% | +301.5% | +294.4% |
| 10Y | +1,649.0% | +159.3% | +1,489.7% | +1,199.2% |
| All | +17,561.1% | +1,908.9% | +15,652.2% | +6,680.6% |
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