+331.1%
AMD vs ADM
+17.6%
+313.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | +3.8% | -1.2% | +1.8% |
| 30D | -0.9% | +9.8% | -10.7% | -2.8% |
| 3M | -8.7% | +2.1% | -10.9% | -9.1% |
| 6M | +136.3% | +27.5% | +108.8% | +124.7% |
| YTD | +123.0% | +50.2% | +72.8% | +105.4% |
| 1Y | +195.2% | +40.6% | +154.6% | +175.3% |
| All | +331.1% | +17.6% | +313.5% | +305.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling