+1,362.0%
AMAT vs ADM
+127.5%
+1,234.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.6% | -3.6% |
| 7D | +19.3% | +0.7% | +18.6% | +19.0% |
| 30D | -17.9% | -14.7% | -3.2% | -12.5% |
| 3M | -30.4% | -10.4% | -20.0% | -28.0% |
| 6M | -11.4% | -10.9% | -0.5% | -8.5% |
| YTD | +48.8% | +26.0% | +22.8% | +29.7% |
| 1Y | +66.0% | +26.5% | +39.5% | +43.9% |
| 3Y | +158.8% | +8.2% | +150.6% | +129.2% |
| 5Y | +153.2% | +24.0% | +129.2% | +92.9% |
| All | +1,362.0% | +127.5% | +1,234.5% | +657.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling