+10.2%
ORCL vs ADM
+6.1%
+4.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -11.2% | -9.0% | -2.1% | -11.1% |
| 30D | -18.8% | -14.0% | -4.9% | -18.7% |
| 3M | -18.8% | -9.2% | -9.6% | -18.8% |
| 6M | -39.7% | -9.2% | -30.6% | -39.7% |
| YTD | -39.6% | +24.2% | -63.9% | -39.7% |
| 1Y | -51.7% | +27.0% | -78.7% | -51.9% |
| 3Y | +10.2% | +6.6% | +3.6% | +6.6% |
| All | +10.2% | +6.1% | +4.1% | +6.6% |
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 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