+24,937.0%
ORCL vs ADM
+1,545.4%
+23,391.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -6.5% | -1.8% | -4.7% | -6.0% |
| 30D | -16.6% | -13.3% | -3.3% | -13.0% |
| 3M | -21.6% | -13.4% | -8.2% | -18.5% |
| 6M | -39.4% | -9.6% | -29.8% | -38.0% |
| YTD | -38.7% | +23.0% | -61.7% | -43.4% |
| 1Y | -50.4% | +27.4% | -77.7% | -54.9% |
| 3Y | +8.1% | +5.7% | +2.4% | +0.3% |
| 5Y | +34.5% | +22.1% | +12.5% | +16.4% |
| 10Y | +246.0% | +106.0% | +140.0% | +144.3% |
| All | +24,937.0% | +1,545.4% | +23,391.6% | +6,622.7% |
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