+241.5%
AMD vs ADM
+26.0%
+215.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.2% | +13.4% | +13.3% |
| 7D | +8.9% | -7.8% | +16.8% | +11.2% |
| 30D | -16.4% | -12.6% | -3.8% | -13.5% |
| 3M | +5.2% | -8.2% | +13.5% | +6.9% |
| 6M | +11.7% | -8.9% | +20.6% | +13.9% |
| YTD | +137.5% | +24.0% | +113.5% | +119.7% |
| 1Y | +117.8% | +26.2% | +91.6% | +99.8% |
| 3Y | +348.1% | +7.0% | +341.1% | +319.6% |
| 5Y | +241.5% | +24.9% | +216.7% | +205.4% |
| All | +241.5% | +26.0% | +215.5% | +205.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling