+488.3%
ADP vs AMC
-97.8%
+586.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.5% | +13.7% | +1.5% |
| 7D | +7.4% | 0.0% | +7.4% | +7.3% |
| 30D | +17.1% | +4.4% | +12.7% | +16.9% |
| 3M | +14.4% | +15.4% | -0.9% | +13.9% |
| 6M | +47.9% | +93.7% | -45.8% | +44.6% |
| YTD | +22.1% | +97.4% | -75.4% | +19.0% |
| 1Y | +21.8% | +23.2% | -1.4% | +20.0% |
| 3Y | +50.5% | -71.3% | +121.7% | +51.3% |
| 5Y | +49.6% | -99.3% | +148.8% | +58.8% |
| 10Y | +329.3% | -98.7% | +428.0% | +317.6% |
| All | +488.3% | -97.8% | +586.1% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling