+428.4%
ADP vs AMC
-98.1%
+526.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.6% |
| 6M | +29.9% | +124.6% | -94.7% | +26.4% |
| YTD | +9.6% | +69.9% | -60.2% | +7.4% |
| 1Y | -5.3% | -2.6% | -2.7% | -6.0% |
| 3Y | +16.5% | -79.8% | +96.2% | +17.8% |
| 5Y | +49.4% | -99.4% | +148.8% | +59.4% |
| 10Y | +282.2% | -98.9% | +381.1% | +271.8% |
| All | +428.4% | -98.1% | +526.5% | +363.8% |
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