+45.0%
ADP vs AMCR
-10.2%
+55.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | -5.7% | -6.3% | +0.6% | -4.0% |
| 30D | -3.1% | -7.1% | +4.0% | -1.1% |
| 3M | +15.6% | +12.7% | +2.9% | +11.7% |
| 6M | +20.8% | +5.2% | +15.7% | +18.5% |
| YTD | +4.7% | +8.1% | -3.3% | +0.5% |
| 1Y | -8.3% | +11.7% | -20.0% | -13.3% |
| 3Y | +13.6% | +9.9% | +3.6% | +4.4% |
| 5Y | +45.0% | -8.7% | +53.7% | +45.5% |
| All | +45.0% | -10.2% | +55.2% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling