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  • PFE vs ADM✓SelectedUSD · ADMPFE vs ADM performance historyLatest closeAs of-1.25%09/04
Stock and ETF performance explorer

PFE vs ADM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35.6%
ADM return
+159.6%
Excess return
-124.1%
Maximum drawdown
-59.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioADMExcessAlpha
1D-1.2%+0.3%-1.5%-1.3%
7D+1.8%+3.8%-2.0%+0.7%
30D+10.2%+9.8%+0.5%+7.4%
3M+12.7%+2.1%+10.5%+11.7%
6M+10.5%+27.5%-17.0%+2.6%
YTD+20.2%+50.2%-30.1%+6.4%
1Y+24.1%+40.6%-16.5%+11.6%
3Y-3.6%+17.2%-20.8%-10.6%
5Y-20.9%+61.9%-82.8%-35.9%
All+35.6%+159.6%-124.1%-12.0%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling