+3,594.0%
AEM vs ADM
+1,908.9%
+1,685.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -0.5% | +3.8% | -4.3% | -1.2% |
| 30D | +24.0% | +9.8% | +14.3% | +21.9% |
| 3M | +16.1% | +2.1% | +14.0% | +15.3% |
| 6M | -11.6% | +27.5% | -39.1% | -15.7% |
| YTD | +21.5% | +50.2% | -28.7% | +12.7% |
| 1Y | +39.2% | +40.6% | -1.4% | +30.3% |
| 3Y | +347.4% | +17.2% | +330.2% | +325.5% |
| 5Y | +290.1% | +61.9% | +228.3% | +248.8% |
| 10Y | +357.8% | +159.3% | +198.5% | +268.9% |
| All | +3,594.0% | +1,908.9% | +1,685.1% | +3,289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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