+24,538.0%
ORCL vs ADM
+1,561.3%
+22,976.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -11.2% | -9.0% | -2.1% | -8.7% |
| 30D | -18.8% | -14.0% | -4.9% | -15.2% |
| 3M | -18.8% | -9.2% | -9.6% | -16.9% |
| 6M | -39.7% | -9.2% | -30.6% | -38.5% |
| YTD | -39.6% | +24.2% | -63.9% | -44.5% |
| 1Y | -51.7% | +27.0% | -78.7% | -56.1% |
| 3Y | +10.2% | +6.6% | +3.6% | +2.0% |
| 5Y | +30.8% | +25.0% | +5.9% | +12.3% |
| 10Y | +252.1% | +100.2% | +151.8% | +150.8% |
| All | +24,538.0% | +1,561.3% | +22,976.7% | +6,495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling