+10,816.5%
ADP vs AME
+18,709.1%
-7,892.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.6% |
| 7D | -3.4% | +0.6% | -4.1% | -3.6% |
| 30D | +2.8% | -6.7% | +9.5% | +4.9% |
| 3M | +20.9% | +4.1% | +16.9% | +18.7% |
| 6M | +29.9% | +1.6% | +28.3% | +27.7% |
| YTD | +9.6% | +16.1% | -6.5% | +3.1% |
| 1Y | -5.3% | +27.3% | -32.6% | -13.7% |
| 3Y | +16.5% | +50.9% | -34.4% | -0.6% |
| 5Y | +49.4% | +81.4% | -32.0% | +20.3% |
| 10Y | +282.2% | +417.0% | -134.8% | +127.4% |
| All | +10,816.5% | +18,709.1% | -7,892.6% | +3,077.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling