+115.4%
AMD vs ADM
+29.6%
+85.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.7% | -11.5% | -8.9% |
| 7D | +18.9% | +4.2% | +14.7% | +18.6% |
| 30D | -6.4% | -12.8% | +6.4% | -5.2% |
| 3M | +10.6% | -8.5% | +19.0% | +11.0% |
| 6M | +19.9% | -10.9% | +30.8% | +21.6% |
| YTD | +149.4% | +29.4% | +120.0% | +144.7% |
| 1Y | +115.4% | +27.5% | +87.8% | +110.3% |
| All | +115.4% | +29.6% | +85.8% | +110.3% |
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 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