+32.7%
ORCL vs ADM
+17.6%
+15.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +5.3% | +3.8% | +1.5% | +5.2% |
| 30D | +10.0% | +9.8% | +0.2% | +9.7% |
| 3M | -32.6% | +2.1% | -34.7% | -32.6% |
| 6M | +4.9% | +27.5% | -22.6% | +4.6% |
| YTD | -17.8% | +50.2% | -68.0% | -18.0% |
| 1Y | -28.0% | +40.6% | -68.6% | -28.1% |
| All | +32.7% | +17.6% | +15.1% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling