+313.7%
ADP vs AME
+465.0%
-151.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -2.5% |
| 7D | +1.1% | -1.5% | +2.6% | +1.4% |
| 30D | +11.5% | -4.2% | +15.7% | +13.0% |
| 3M | +12.0% | -5.9% | +18.0% | +14.1% |
| 6M | +43.8% | +2.8% | +41.0% | +38.4% |
| YTD | +20.1% | +16.6% | +3.5% | +6.1% |
| 1Y | +22.3% | +22.1% | +0.2% | +5.0% |
| 3Y | +43.3% | +64.7% | -21.4% | -0.8% |
| 5Y | +47.3% | +76.6% | -29.2% | -3.3% |
| 10Y | +313.7% | +443.9% | -130.2% | +64.9% |
| All | +313.7% | +465.0% | -151.3% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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