+9,703.6%
AMD vs ADM
+1,573.2%
+8,130.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.5% | -16.7% | -17.1% |
| 7D | -28.6% | -7.5% | -21.1% | -26.7% |
| 30D | -37.7% | -14.3% | -23.4% | -34.4% |
| 3M | -16.1% | -8.6% | -7.5% | -14.0% |
| 6M | +13.8% | -9.9% | +23.7% | +17.1% |
| YTD | +88.8% | +25.1% | +63.7% | +71.8% |
| 1Y | +57.8% | +28.8% | +28.9% | +41.4% |
| 3Y | +260.3% | +6.9% | +253.4% | +234.0% |
| 5Y | +196.6% | +25.9% | +170.7% | +155.3% |
| 10Y | +6,064.6% | +101.7% | +5,963.0% | +4,302.6% |
| All | +9,703.6% | +1,573.2% | +8,130.5% | +3,890.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling