+725.0%
ADP vs AMCR
+100.2%
+624.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.4% | -1.9% | -1.6% | -3.0% |
| 30D | +2.8% | -4.1% | +6.9% | +3.9% |
| 3M | +20.9% | +21.7% | -0.7% | +14.5% |
| 6M | +29.9% | +1.5% | +28.4% | +28.3% |
| YTD | +9.6% | +13.1% | -3.5% | +4.3% |
| 1Y | -5.3% | +13.0% | -18.3% | -9.9% |
| 3Y | +16.5% | +6.9% | +9.5% | +11.0% |
| 5Y | +49.4% | -10.5% | +59.9% | +49.6% |
| 10Y | +282.2% | +20.9% | +261.3% | +238.5% |
| All | +725.0% | +100.2% | +624.8% | +627.2% |
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