+244.8%
ORCL vs ADM
+98.0%
+146.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -11.2% | -9.0% | -2.1% | -9.1% |
| 30D | -18.8% | -14.0% | -4.9% | -15.8% |
| 3M | -18.8% | -9.2% | -9.6% | -17.2% |
| 6M | -39.7% | -9.2% | -30.6% | -38.7% |
| YTD | -39.6% | +24.2% | -63.9% | -44.0% |
| 1Y | -51.7% | +27.0% | -78.7% | -55.7% |
| 3Y | +10.2% | +6.6% | +3.6% | +3.3% |
| 5Y | +30.8% | +25.0% | +5.9% | +9.7% |
| All | +244.8% | +98.0% | +146.8% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling