+820.9%
ADP vs AMCR
+100.3%
+720.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +0.3% | -4.5% | +4.7% | +1.5% |
| 30D | +11.6% | +4.9% | +6.7% | +10.1% |
| 3M | +15.1% | -4.6% | +19.6% | +16.3% |
| 6M | +46.0% | +15.2% | +30.9% | +39.9% |
| YTD | +22.4% | +9.7% | +12.6% | +17.3% |
| 1Y | +24.5% | +10.5% | +14.0% | +19.0% |
| 3Y | +44.8% | +13.8% | +31.0% | +35.3% |
| 5Y | +49.1% | -9.1% | +58.2% | +48.4% |
| 10Y | +320.9% | +18.6% | +302.3% | +271.8% |
| All | +820.9% | +100.3% | +720.7% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling