+196.6%
AMD vs ADM
+25.5%
+171.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.5% | -16.7% | -17.1% |
| 7D | -28.6% | -7.5% | -21.1% | -27.2% |
| 30D | -37.7% | -14.3% | -23.4% | -35.2% |
| 3M | -16.1% | -8.6% | -7.5% | -14.6% |
| 6M | +13.8% | -9.9% | +23.7% | +16.3% |
| YTD | +88.8% | +25.1% | +63.7% | +74.5% |
| 1Y | +57.8% | +28.8% | +28.9% | +44.0% |
| 3Y | +260.3% | +6.9% | +253.4% | +238.2% |
| 5Y | +196.6% | +25.9% | +170.7% | +176.5% |
| All | +196.6% | +25.5% | +171.1% | +176.5% |
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 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