+64.2%
ADM vs AMC
-99.4%
+163.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | +0.2% |
| 7D | +3.8% | +2.3% | +1.4% | +3.7% |
| 30D | +9.8% | -0.7% | +10.5% | +9.7% |
| 3M | +2.1% | +35.2% | -33.1% | +1.3% |
| 6M | +27.5% | +124.6% | -97.1% | +24.8% |
| YTD | +50.2% | +69.9% | -19.7% | +47.8% |
| 1Y | +40.6% | -2.6% | +43.2% | +39.9% |
| 3Y | +17.2% | -79.8% | +97.0% | +19.0% |
| All | +64.2% | -99.4% | +163.6% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling