+319.9%
ADP vs AME
+444.5%
-124.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | +2.2% | +5.9% | -3.7% | -0.7% |
| 30D | +10.6% | -1.9% | +12.5% | +10.7% |
| 3M | +12.9% | -5.4% | +18.3% | +14.7% |
| 6M | +50.6% | +4.9% | +45.7% | +43.5% |
| YTD | +23.2% | +18.5% | +4.7% | +8.0% |
| 1Y | +25.3% | +25.5% | -0.2% | +6.0% |
| 3Y | +47.1% | +63.0% | -15.9% | +2.8% |
| 5Y | +50.1% | +78.3% | -28.3% | -1.9% |
| All | +319.9% | +444.5% | -124.5% | +66.8% |
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