+8.1%
ORCL vs ADM
+6.0%
+2.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -6.5% | -1.8% | -4.7% | -6.5% |
| 30D | -16.6% | -13.3% | -3.3% | -16.5% |
| 3M | -21.6% | -13.4% | -8.2% | -21.5% |
| 6M | -39.4% | -9.6% | -29.8% | -39.3% |
| YTD | -38.7% | +23.0% | -61.7% | -38.7% |
| 1Y | -50.4% | +27.4% | -77.7% | -50.5% |
| 3Y | +8.1% | +5.7% | +2.4% | +3.5% |
| All | +8.1% | +6.0% | +2.1% | +3.5% |
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