+61.4%
AMAT vs ADM
+29.8%
+31.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.2% |
| 7D | -11.2% | -8.3% | -2.9% | -12.4% |
| 30D | -31.9% | -14.1% | -17.8% | -33.3% |
| 3M | -32.3% | -10.7% | -21.6% | -33.5% |
| 6M | -5.4% | -5.9% | +0.5% | -6.2% |
| YTD | +44.3% | +25.8% | +18.5% | +52.7% |
| 1Y | +61.4% | +21.3% | +40.1% | +68.9% |
| All | +61.4% | +29.8% | +31.5% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling