+111.2%
AMD vs ADM
+25.0%
+86.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.0% | +15.7% | +14.8% |
| 7D | +6.5% | -1.8% | +8.3% | +6.5% |
| 30D | -15.3% | -13.3% | -2.0% | -14.7% |
| 3M | +9.7% | -13.4% | +23.1% | +10.3% |
| 6M | +13.2% | -9.6% | +22.8% | +14.9% |
| YTD | +140.6% | +23.0% | +117.5% | +143.3% |
| 1Y | +111.2% | +27.4% | +83.8% | +116.5% |
| All | +111.2% | +25.0% | +86.2% | +116.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling