+316.8%
ADP vs AMC
-98.7%
+415.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.3% |
| 7D | +3.2% | +2.6% | +0.6% | +3.1% |
| 30D | +14.9% | +9.0% | +5.9% | +14.6% |
| 3M | +11.6% | +22.2% | -10.6% | +11.0% |
| 6M | +48.5% | +91.5% | -43.0% | +45.4% |
| YTD | +20.6% | +101.3% | -80.7% | +17.7% |
| 1Y | +23.7% | +20.8% | +2.9% | +22.1% |
| 3Y | +47.8% | -71.3% | +119.1% | +48.5% |
| 5Y | +47.7% | -99.2% | +147.0% | +55.8% |
| All | +316.8% | -98.7% | +415.6% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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