+27.5%
ADM vs AMC
+33.2%
-5.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.6% |
| 7D | +4.2% | +3.5% | +0.7% | +4.4% |
| 30D | -12.8% | +12.5% | -25.3% | -12.3% |
| 3M | -8.5% | +23.6% | -32.0% | -7.4% |
| 6M | -10.9% | +144.4% | -155.3% | -8.6% |
| YTD | +29.4% | +108.3% | -78.9% | +31.2% |
| 1Y | +27.5% | +38.9% | -11.4% | +34.1% |
| All | +27.5% | +33.2% | -5.7% | +34.1% |
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