+33,471.1%
ORCL vs ADM
+1,908.9%
+31,562.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +3.8% | +1.5% | +3.9% |
| 30D | +10.0% | +9.8% | +0.2% | +6.5% |
| 3M | -32.6% | +2.1% | -34.7% | -33.3% |
| 6M | +4.9% | +27.5% | -22.6% | -3.5% |
| YTD | -17.8% | +50.2% | -68.0% | -28.4% |
| 1Y | -28.0% | +40.6% | -68.6% | -36.5% |
| 3Y | +36.0% | +17.2% | +18.8% | +22.7% |
| 5Y | +88.7% | +61.9% | +26.8% | +49.6% |
| 10Y | +346.9% | +159.3% | +187.6% | +194.2% |
| All | +33,471.1% | +1,908.9% | +31,562.3% | +8,403.8% |
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