+9,012.0%
WMT vs ADM
+1,908.9%
+7,103.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | +3.8% | +0.2% | +3.1% |
| 30D | -4.4% | +9.8% | -14.2% | -6.3% |
| 3M | -8.8% | +2.1% | -10.9% | -9.4% |
| 6M | -15.6% | +27.5% | -43.1% | -20.2% |
| YTD | -3.2% | +50.2% | -53.4% | -11.6% |
| 1Y | +7.0% | +40.6% | -33.5% | -1.0% |
| 3Y | +105.3% | +17.2% | +88.1% | +93.1% |
| 5Y | +129.3% | +61.9% | +67.4% | +98.0% |
| 10Y | +423.9% | +159.3% | +264.6% | +298.3% |
| All | +9,012.0% | +1,908.9% | +7,103.1% | +3,062.5% |
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