+1,311.4%
AMT vs ADM
+773.2%
+538.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -0.2% | +3.8% | -4.0% | -1.3% |
| 30D | +4.6% | +9.8% | -5.1% | +1.6% |
| 3M | -8.4% | +2.1% | -10.6% | -9.3% |
| 6M | -6.0% | +27.5% | -33.5% | -13.3% |
| YTD | +2.1% | +50.2% | -48.1% | -10.4% |
| 1Y | -6.4% | +40.6% | -47.0% | -16.5% |
| 3Y | +8.1% | +17.2% | -9.2% | -1.1% |
| 5Y | -31.9% | +61.9% | -93.8% | -44.8% |
| 10Y | +97.1% | +159.3% | -62.2% | +33.0% |
| All | +1,311.4% | +773.2% | +538.1% | +537.2% |
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