+8,520.0%
AMD vs ADM
+127.5%
+8,392.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +44.7% | +0.7% | +44.0% | +44.3% |
| 30D | -3.3% | -14.7% | +11.4% | +3.0% |
| 3M | +21.2% | -10.4% | +31.6% | +26.0% |
| 6M | +30.6% | -10.9% | +41.5% | +35.8% |
| YTD | +173.3% | +26.0% | +147.3% | +141.7% |
| 1Y | +126.1% | +26.5% | +99.6% | +98.8% |
| 3Y | +393.5% | +8.2% | +385.3% | +345.8% |
| 5Y | +295.8% | +24.0% | +271.8% | +218.6% |
| All | +8,520.0% | +127.5% | +8,392.5% | +5,011.3% |
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