+120.6%
ADM vs AMBA
+0.6%
+120.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +0.7% | +10.7% | -10.0% | -0.3% |
| 30D | -14.7% | -5.0% | -9.7% | -14.4% |
| 3M | -10.4% | -26.9% | +16.5% | -8.2% |
| 6M | -10.9% | -21.9% | +11.0% | -10.7% |
| YTD | +26.0% | -13.8% | +39.8% | +24.3% |
| 1Y | +26.5% | -36.1% | +62.6% | +28.3% |
| 3Y | +8.2% | +21.6% | -13.4% | -2.2% |
| 5Y | +24.0% | -68.8% | +92.7% | +25.6% |
| All | +120.6% | +0.6% | +120.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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