+1,315.3%
AMAT vs ADM
+100.2%
+1,215.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.2% | +11.6% | +11.4% |
| 7D | -1.1% | -7.8% | +6.8% | +2.1% |
| 30D | -26.9% | -12.6% | -14.3% | -23.1% |
| 3M | -31.2% | -8.2% | -23.0% | -29.7% |
| 6M | -14.7% | -8.9% | -5.8% | -12.9% |
| YTD | +44.7% | +24.0% | +20.7% | +27.2% |
| 1Y | +62.0% | +26.2% | +35.8% | +40.6% |
| 3Y | +165.0% | +7.0% | +158.0% | +135.9% |
| 5Y | +147.1% | +24.9% | +122.2% | +87.5% |
| 10Y | +1,315.3% | +102.6% | +1,212.6% | +608.4% |
| All | +1,315.3% | +100.2% | +1,215.0% | +608.4% |
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