+1,321.9%
AMAT vs ADM
+133.7%
+1,188.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -3.9% |
| 7D | +11.4% | +4.2% | +7.2% | +9.4% |
| 30D | -17.0% | -12.8% | -4.2% | -12.4% |
| 3M | -30.6% | -8.5% | -22.1% | -28.8% |
| 6M | -14.9% | -10.9% | -4.0% | -12.1% |
| YTD | +44.7% | +29.4% | +15.3% | +24.7% |
| 1Y | +66.9% | +27.5% | +39.4% | +44.3% |
| 3Y | +153.3% | +10.3% | +143.0% | +122.8% |
| 5Y | +146.2% | +27.4% | +118.9% | +85.4% |
| All | +1,321.9% | +133.7% | +1,188.2% | +627.8% |
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