+96,674.4%
AMAT vs ADM
+1,573.2%
+95,101.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -13.4% |
| 7D | -24.3% | -7.5% | -16.8% | -22.4% |
| 30D | -39.8% | -14.3% | -25.5% | -36.9% |
| 3M | -40.2% | -8.6% | -31.6% | -39.0% |
| 6M | -22.1% | -9.9% | -12.3% | -20.3% |
| YTD | +24.7% | +25.1% | -0.4% | +13.6% |
| 1Y | +33.3% | +28.8% | +4.4% | +19.8% |
| 3Y | +133.9% | +6.9% | +127.0% | +115.5% |
| 5Y | +117.1% | +25.9% | +91.2% | +86.6% |
| 10Y | +1,158.7% | +101.7% | +1,057.0% | +820.3% |
| All | +96,674.4% | +1,573.2% | +95,101.2% | +33,057.5% |
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