+128.2%
ADM vs AMC
-98.7%
+226.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.3% |
| 7D | +0.1% | -2.8% | +3.0% | +0.1% |
| 30D | -11.8% | +14.0% | -25.8% | -11.9% |
| 3M | -11.3% | +42.5% | -53.8% | -11.6% |
| 6M | -10.0% | +142.6% | -152.6% | -10.9% |
| YTD | +25.9% | +119.2% | -93.3% | +24.6% |
| 1Y | +26.7% | +40.7% | -14.1% | +25.9% |
| 3Y | +8.1% | -57.3% | +65.4% | +8.0% |
| 5Y | +23.5% | -99.1% | +122.6% | +25.8% |
| 10Y | +128.2% | -98.7% | +226.9% | +125.4% |
| All | +128.2% | -98.7% | +226.9% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling