-41.6%
ORCL vs ADM
+29.6%
-71.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.2% |
| 7D | +8.0% | +4.2% | +3.8% | +8.2% |
| 30D | -4.0% | -12.8% | +8.9% | -4.6% |
| 3M | -19.5% | -8.5% | -11.0% | -19.9% |
| 6M | -33.5% | -10.9% | -22.6% | -33.9% |
| YTD | -34.8% | +29.4% | -64.2% | -25.7% |
| 1Y | -41.6% | +27.5% | -69.2% | -33.8% |
| All | -41.6% | +29.6% | -71.2% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling