+1,558.2%
ADM vs AME
+18,777.7%
-17,219.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -1.6% |
| 7D | -7.8% | -1.5% | -6.3% | -7.6% |
| 30D | -12.6% | -4.2% | -8.4% | -11.7% |
| 3M | -8.2% | -5.9% | -2.3% | -7.0% |
| 6M | -8.9% | +2.8% | -11.7% | -10.7% |
| YTD | +24.0% | +16.6% | +7.4% | +16.0% |
| 1Y | +26.2% | +22.1% | +4.0% | +16.1% |
| 3Y | +7.0% | +64.7% | -57.7% | -12.5% |
| 5Y | +24.9% | +76.6% | -51.7% | -0.9% |
| 10Y | +102.6% | +443.9% | -341.2% | +10.9% |
| All | +1,558.2% | +18,777.7% | -17,219.5% | +325.6% |
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