+40,257.2%
ADI vs AME
+18,783.2%
+21,474.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -6.3% | -4.1% | -2.2% | -3.8% |
| 30D | -3.2% | -4.1% | +1.0% | -0.4% |
| 3M | +2.8% | -5.6% | +8.4% | +6.7% |
| 6M | -5.0% | +2.8% | -7.9% | -5.6% |
| YTD | +46.3% | +16.6% | +29.7% | +36.1% |
| 1Y | +71.6% | +21.1% | +50.6% | +56.5% |
| 3Y | +139.2% | +61.1% | +78.1% | +87.0% |
| 5Y | +136.4% | +76.6% | +59.8% | +77.1% |
| 10Y | +636.2% | +431.3% | +204.9% | +213.7% |
| All | +40,257.2% | +18,783.2% | +21,474.0% | +3,357.7% |
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