+53.2%
ADP vs AMC
-99.4%
+152.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.2% |
| 7D | -3.4% | +2.3% | -5.7% | -3.5% |
| 30D | +2.8% | -0.7% | +3.5% | +2.8% |
| 3M | +20.9% | +35.2% | -14.3% | +19.1% |
| 6M | +29.9% | +124.6% | -94.7% | +25.3% |
| YTD | +9.6% | +69.9% | -60.2% | +6.6% |
| 1Y | -5.3% | -2.6% | -2.7% | -6.3% |
| 3Y | +16.5% | -79.8% | +96.2% | +19.0% |
| All | +53.2% | -99.4% | +152.6% | +70.1% |
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