+1,908.9%
ADM vs AME
+18,709.1%
-16,800.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +3.8% | +0.6% | +3.1% | +3.5% |
| 30D | +9.8% | -6.7% | +16.4% | +12.2% |
| 3M | +2.1% | +4.1% | -1.9% | +0.4% |
| 6M | +27.5% | +1.6% | +25.9% | +25.9% |
| YTD | +50.2% | +16.1% | +34.1% | +41.5% |
| 1Y | +40.6% | +27.3% | +13.3% | +27.9% |
| 3Y | +17.2% | +50.9% | -33.6% | -0.7% |
| 5Y | +61.9% | +81.4% | -19.5% | +27.9% |
| 10Y | +159.3% | +417.0% | -257.7% | +44.9% |
| All | +1,908.9% | +18,709.1% | -16,800.2% | +419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling