+88.9%
AMD vs ADM
+28.3%
+60.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.1% |
| 7D | -11.0% | -9.0% | -2.0% | -10.7% |
| 30D | -30.5% | -14.0% | -16.5% | -30.0% |
| 3M | -8.2% | -9.2% | +0.9% | -8.3% |
| 6M | +6.6% | -9.2% | +15.7% | +8.1% |
| YTD | +109.7% | +24.2% | +85.5% | +115.6% |
| 1Y | +88.9% | +27.0% | +61.9% | +97.0% |
| All | +88.9% | +28.3% | +60.6% | +97.0% |
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