+278.9%
ADP vs AMCR
+14.6%
+264.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | -2.8% | -6.3% | +3.5% | -0.5% |
| 30D | +0.2% | -7.8% | +8.0% | +3.1% |
| 3M | +20.5% | +7.5% | +13.0% | +17.2% |
| 6M | +28.8% | +2.7% | +26.1% | +26.0% |
| YTD | +6.6% | +6.0% | +0.6% | +1.9% |
| 1Y | -6.9% | +7.8% | -14.7% | -11.7% |
| 3Y | +16.1% | +5.8% | +10.3% | +8.4% |
| 5Y | +49.3% | -11.6% | +61.0% | +49.5% |
| All | +278.9% | +14.6% | +264.3% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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