+16.0%
AMT vs ADM
+11.2%
+4.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.8% |
| 7D | +1.5% | +4.2% | -2.7% | +1.2% |
| 30D | +6.8% | -12.8% | +19.7% | +7.9% |
| 3M | +11.2% | -8.5% | +19.7% | +11.8% |
| 6M | +12.5% | -10.9% | +23.4% | +13.2% |
| YTD | +12.5% | +29.4% | -16.9% | +8.7% |
| 1Y | +10.1% | +27.5% | -17.4% | +6.5% |
| 3Y | +16.0% | +10.3% | +5.7% | +12.1% |
| All | +16.0% | +11.2% | +4.8% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling