+1,561.3%
ADM vs AME
+18,019.4%
-16,458.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.6% |
| 7D | -9.0% | -5.2% | -3.9% | -7.6% |
| 30D | -14.0% | -8.0% | -6.0% | -11.9% |
| 3M | -9.2% | -8.9% | -0.3% | -6.9% |
| 6M | -9.2% | -5.0% | -4.2% | -8.5% |
| YTD | +24.2% | +11.9% | +12.3% | +17.9% |
| 1Y | +27.0% | +16.6% | +10.3% | +18.7% |
| 3Y | +6.6% | +62.5% | -55.9% | -12.4% |
| 5Y | +25.0% | +67.6% | -42.6% | +0.9% |
| 10Y | +100.2% | +450.4% | -350.1% | +9.3% |
| All | +1,561.3% | +18,019.4% | -16,458.1% | +332.4% |
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