+48.7%
ADP vs AMC
-99.2%
+147.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +0.7% |
| 7D | +2.2% | +3.5% | -1.3% | +2.0% |
| 30D | +10.6% | +12.5% | -1.9% | +10.0% |
| 3M | +12.9% | +23.6% | -10.7% | +11.9% |
| 6M | +50.6% | +144.4% | -93.7% | +44.9% |
| YTD | +23.2% | +108.3% | -85.1% | +18.7% |
| 1Y | +25.3% | +38.9% | -13.6% | +22.3% |
| 3Y | +47.1% | -58.9% | +106.0% | +46.9% |
| All | +48.7% | -99.2% | +147.9% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling