+95.0%
AMT vs ADM
+158.6%
-63.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +1.8% | +11.0% | -9.2% | -1.0% |
| 3M | -6.2% | +6.0% | -12.2% | -7.8% |
| 6M | -5.0% | +26.9% | -31.9% | -11.5% |
| YTD | +2.1% | +50.0% | -48.0% | -9.2% |
| 1Y | -5.7% | +39.6% | -45.3% | -14.7% |
| 3Y | +7.9% | +18.5% | -10.6% | +0.4% |
| 5Y | -32.3% | +62.6% | -94.9% | -45.1% |
| 10Y | +95.0% | +162.4% | -67.4% | +23.9% |
| All | +95.0% | +158.6% | -63.6% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling