+511.7%
ADM vs AMP
+2,123.7%
-1,612.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +3.8% | +0.2% | +3.5% | +3.6% |
| 30D | +9.8% | -0.1% | +9.8% | +9.7% |
| 3M | +2.1% | +23.6% | -21.4% | -5.8% |
| 6M | +27.5% | +20.4% | +7.1% | +18.3% |
| YTD | +50.2% | +15.4% | +34.8% | +40.7% |
| 1Y | +40.6% | +11.0% | +29.6% | +33.0% |
| 3Y | +17.2% | +70.5% | -53.2% | -7.4% |
| 5Y | +61.9% | +121.4% | -59.5% | +13.7% |
| 10Y | +159.3% | +575.6% | -416.3% | +12.1% |
| All | +511.7% | +2,123.7% | -1,612.0% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling