+126.6%
ADM vs AME
+444.5%
-317.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | +4.2% | +5.9% | -1.7% | +1.5% |
| 30D | -12.8% | -1.9% | -10.9% | -12.6% |
| 3M | -8.5% | -5.4% | -3.1% | -7.0% |
| 6M | -10.9% | +4.9% | -15.8% | -14.2% |
| YTD | +29.4% | +18.5% | +11.0% | +16.6% |
| 1Y | +27.5% | +25.5% | +2.1% | +11.5% |
| 3Y | +10.3% | +63.0% | -52.7% | -18.5% |
| 5Y | +27.4% | +78.3% | -50.9% | -12.1% |
| All | +126.6% | +444.5% | -317.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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