+21.5%
ADM vs AMCR
+8.5%
+13.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.2% | +3.0% |
| 7D | +1.4% | -6.3% | +7.6% | +2.6% |
| 30D | +8.2% | -7.1% | +15.3% | +9.7% |
| 3M | +8.7% | +12.7% | -4.0% | +5.2% |
| 6M | +29.1% | +5.2% | +23.9% | +26.8% |
| YTD | +53.7% | +8.1% | +45.6% | +49.0% |
| 1Y | +43.2% | +11.7% | +31.5% | +37.2% |
| All | +21.5% | +8.5% | +13.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling