+126.6%
ADM vs AMCR
+18.6%
+108.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +4.2% | -2.4% | +6.6% | +5.0% |
| 30D | -12.8% | +3.6% | -16.4% | -14.0% |
| 3M | -8.5% | -4.2% | -4.3% | -7.4% |
| 6M | -10.9% | +15.5% | -26.4% | -16.2% |
| YTD | +29.4% | +9.7% | +19.7% | +22.6% |
| 1Y | +27.5% | +8.3% | +19.2% | +21.4% |
| 3Y | +10.3% | +15.4% | -5.0% | +0.9% |
| 5Y | +27.4% | -9.1% | +36.5% | +26.2% |
| All | +126.6% | +18.6% | +108.0% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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