+21.3%
ADM vs AMC
+38.0%
-16.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.3% | -7.0% | +0.7% |
| 7D | -8.3% | +17.7% | -26.0% | -7.6% |
| 30D | -14.1% | +26.2% | -40.3% | -13.2% |
| 3M | -10.7% | +31.3% | -42.1% | -9.4% |
| 6M | -5.9% | +142.8% | -148.7% | -3.1% |
| YTD | +25.8% | +125.6% | -99.9% | +27.9% |
| 1Y | +21.3% | +40.2% | -19.0% | +25.1% |
| All | +21.3% | +38.0% | -16.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling