+11,477.5%
AMD vs ADM
+1,908.9%
+9,568.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | +3.8% | -1.2% | +1.1% |
| 30D | -0.9% | +9.8% | -10.7% | -4.4% |
| 3M | -8.7% | +2.1% | -10.9% | -9.6% |
| 6M | +136.3% | +27.5% | +108.8% | +114.7% |
| YTD | +123.0% | +50.2% | +72.8% | +90.9% |
| 1Y | +195.2% | +40.6% | +154.6% | +157.2% |
| 3Y | +336.3% | +17.2% | +319.1% | +292.6% |
| 5Y | +334.5% | +61.9% | +272.6% | +242.5% |
| 10Y | +6,259.1% | +159.3% | +6,099.8% | +4,071.4% |
| All | +11,477.5% | +1,908.9% | +9,568.6% | +4,334.7% |
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 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