+171.7%
ADM vs AMP
+584.2%
-412.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.0% | -2.0% | +5.0% | +3.8% |
| 30D | +8.7% | -1.7% | +10.4% | +9.2% |
| 3M | +7.6% | +23.2% | -15.6% | -0.8% |
| 6M | +26.9% | +22.2% | +4.7% | +17.0% |
| YTD | +54.3% | +14.0% | +40.3% | +45.1% |
| 1Y | +45.7% | +14.0% | +31.7% | +36.4% |
| 3Y | +21.9% | +67.0% | -45.1% | -4.4% |
| 5Y | +67.2% | +123.2% | -56.1% | +14.1% |
| All | +171.7% | +584.2% | -412.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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