+135.1%
ADM vs AMC
-97.8%
+232.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.5% | +12.0% | -0.4% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -14.3% | +4.4% | -18.7% | -14.3% |
| 3M | -8.6% | +15.4% | -23.9% | -8.8% |
| 6M | -9.9% | +93.7% | -103.6% | -10.8% |
| YTD | +25.1% | +97.4% | -72.3% | +23.6% |
| 1Y | +28.8% | +23.2% | +5.6% | +28.0% |
| 3Y | +6.9% | -71.3% | +78.1% | +7.2% |
| 5Y | +25.9% | -99.3% | +125.1% | +29.3% |
| 10Y | +101.7% | -98.7% | +200.4% | +110.3% |
| All | +135.1% | -97.8% | +232.9% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling