+45.8%
ADP vs AME
+85.0%
-39.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.5% | +2.8% | -8.3% | -6.4% |
| 30D | -1.2% | -6.3% | +5.0% | +1.0% |
| 3M | +17.9% | +5.4% | +12.5% | +14.4% |
| 6M | +20.3% | +7.4% | +12.9% | +14.7% |
| YTD | +5.8% | +16.2% | -10.3% | -3.5% |
| 1Y | -7.7% | +26.8% | -34.5% | -19.9% |
| 3Y | +14.7% | +57.5% | -42.8% | -15.3% |
| 5Y | +45.8% | +84.8% | -39.1% | -5.4% |
| All | +45.8% | +85.0% | -39.2% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling