+26,874.5%
ORCL vs ADM
+1,585.0%
+25,289.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.4% | +0.7% | +9.7% | +10.2% |
| 30D | -11.2% | -14.7% | +3.5% | -6.9% |
| 3M | -16.8% | -10.4% | -6.3% | -14.3% |
| 6M | -31.5% | -10.9% | -20.5% | -29.5% |
| YTD | -33.9% | +26.0% | -59.9% | -39.4% |
| 1Y | -43.3% | +26.5% | -69.7% | -48.3% |
| 3Y | +16.5% | +8.2% | +8.2% | +7.3% |
| 5Y | +45.4% | +24.0% | +21.4% | +25.3% |
| 10Y | +274.0% | +128.4% | +145.7% | +155.9% |
| All | +26,874.5% | +1,585.0% | +25,289.5% | +7,093.0% |
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