+137,736.4%
AMAT vs ADM
+1,908.9%
+135,827.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +3.8% | -5.3% | -2.8% |
| 30D | -14.8% | +9.8% | -24.5% | -17.7% |
| 3M | -9.3% | +2.1% | -11.4% | -10.3% |
| 6M | +27.4% | +27.5% | -0.1% | +16.3% |
| YTD | +77.6% | +50.2% | +27.4% | +53.2% |
| 1Y | +188.9% | +40.6% | +148.4% | +153.1% |
| 3Y | +202.3% | +17.2% | +185.1% | +171.9% |
| 5Y | +248.9% | +61.9% | +187.0% | +177.3% |
| 10Y | +1,585.2% | +159.3% | +1,425.9% | +1,042.0% |
| All | +137,736.4% | +1,908.9% | +135,827.5% | +44,639.8% |
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 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