+26.3%
ADM vs AMC
-99.3%
+125.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.7% |
| 7D | -9.0% | +2.6% | -11.6% | -9.1% |
| 30D | -14.0% | +9.0% | -23.0% | -14.1% |
| 3M | -9.2% | +22.2% | -31.3% | -9.5% |
| 6M | -9.2% | +91.5% | -100.6% | -10.5% |
| YTD | +24.2% | +101.3% | -77.1% | +21.9% |
| 1Y | +27.0% | +20.8% | +6.2% | +25.9% |
| 3Y | +6.6% | -71.3% | +77.9% | +7.7% |
| All | +26.3% | -99.3% | +125.6% | +37.1% |
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 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