+427.1%
ADM vs AMP
+1,967.6%
-1,540.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.6% | +2.3% |
| 7D | +4.2% | +3.9% | +0.3% | +2.7% |
| 30D | -12.8% | +5.1% | -18.0% | -14.6% |
| 3M | -8.5% | -8.7% | +0.2% | -5.8% |
| 6M | -10.9% | +11.4% | -22.3% | -15.0% |
| YTD | +29.4% | +7.3% | +22.1% | +24.1% |
| 1Y | +27.5% | +14.6% | +13.0% | +19.2% |
| 3Y | +10.3% | +61.2% | -50.9% | -11.3% |
| 5Y | +27.4% | +81.0% | -53.7% | -3.8% |
| 10Y | +134.6% | +468.0% | -333.4% | +8.7% |
| All | +427.1% | +1,967.6% | -1,540.5% | +32.9% |
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 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