+67.1%
ADM vs AMP
+120.7%
-53.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +8.2% | -1.0% | +9.2% | +8.4% |
| 3M | +8.7% | +23.2% | -14.5% | +1.7% |
| 6M | +29.1% | +20.4% | +8.7% | +21.3% |
| YTD | +53.7% | +13.6% | +40.0% | +46.2% |
| 1Y | +43.2% | +13.4% | +29.9% | +36.1% |
| 3Y | +21.4% | +66.5% | -45.1% | -4.4% |
| 5Y | +67.1% | +120.2% | -53.1% | +11.9% |
| All | +67.1% | +120.7% | -53.6% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling