+37,071.2%
ADI vs AME
+18,709.1%
+18,362.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | -3.8% | -6.7% | +2.9% | -0.1% |
| 3M | -15.3% | +4.1% | -19.3% | -16.8% |
| 6M | +6.7% | +1.6% | +5.1% | +6.4% |
| YTD | +34.8% | +16.1% | +18.6% | +24.9% |
| 1Y | +49.0% | +27.3% | +21.7% | +31.1% |
| 3Y | +108.1% | +50.9% | +57.2% | +67.5% |
| 5Y | +142.4% | +81.4% | +61.1% | +78.0% |
| 10Y | +589.9% | +417.0% | +172.9% | +196.0% |
| All | +37,071.2% | +18,709.1% | +18,362.1% | +3,073.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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