+62.6%
ADM vs AME
+85.0%
-22.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | +2.8% | -2.8% | -0.9% |
| 30D | +11.0% | -6.3% | +17.3% | +13.2% |
| 3M | +6.0% | +5.4% | +0.6% | +3.8% |
| 6M | +26.9% | +7.4% | +19.5% | +22.9% |
| YTD | +50.0% | +16.2% | +33.8% | +41.1% |
| 1Y | +39.6% | +26.8% | +12.8% | +26.7% |
| 3Y | +18.5% | +57.5% | -39.0% | -4.4% |
| 5Y | +62.6% | +84.8% | -22.3% | +18.3% |
| All | +62.6% | +85.0% | -22.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling