+6,351.7%
AMD vs ADM
+98.0%
+6,253.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.3% |
| 7D | -11.0% | -9.0% | -2.0% | -7.7% |
| 30D | -30.5% | -14.0% | -16.5% | -26.3% |
| 3M | -8.2% | -9.2% | +0.9% | -5.4% |
| 6M | +6.6% | -9.2% | +15.7% | +9.7% |
| YTD | +109.7% | +24.2% | +85.5% | +86.9% |
| 1Y | +88.9% | +27.0% | +61.9% | +65.9% |
| 3Y | +301.8% | +6.6% | +295.2% | +265.8% |
| 5Y | +229.4% | +25.0% | +204.4% | +164.7% |
| All | +6,351.7% | +98.0% | +6,253.8% | +3,624.2% |
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