+271.5%
ADM vs AMBA
+722.2%
-450.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +0.3% |
| 7D | -7.5% | -14.6% | +7.1% | -6.2% |
| 30D | -14.3% | -18.8% | +4.5% | -12.8% |
| 3M | -8.6% | -32.6% | +24.0% | -5.6% |
| 6M | -9.9% | -25.8% | +16.0% | -9.2% |
| YTD | +25.1% | -22.1% | +47.2% | +24.8% |
| 1Y | +28.8% | -36.2% | +65.1% | +30.5% |
| 3Y | +6.9% | +10.0% | -3.1% | -1.6% |
| 5Y | +25.9% | -71.6% | +97.4% | +27.9% |
| 10Y | +101.7% | -4.7% | +106.4% | +65.1% |
| All | +271.5% | +722.2% | -450.7% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling