-7.7%
ADP vs AME
+27.5%
-35.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.5% | +2.8% | -8.3% | -4.8% |
| 30D | -1.2% | -6.3% | +5.0% | -2.7% |
| 3M | +17.9% | +5.4% | +12.5% | +18.6% |
| 6M | +20.3% | +7.4% | +12.9% | +20.8% |
| YTD | +5.8% | +16.2% | -10.3% | +4.0% |
| 1Y | -7.7% | +26.8% | -34.5% | -10.0% |
| All | -7.7% | +27.5% | -35.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling