+23.9%
ADP vs AMIX
-99.9%
+123.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.1% |
| 7D | -3.4% | -13.7% | +10.3% | -3.4% |
| 30D | +2.8% | -62.1% | +64.9% | +3.0% |
| 3M | +20.9% | -46.2% | +67.1% | +20.2% |
| 6M | +29.9% | -46.4% | +76.3% | +29.1% |
| YTD | +9.6% | -60.3% | +69.9% | +9.1% |
| 1Y | -5.3% | -79.7% | +74.4% | -5.6% |
| All | +23.9% | -99.9% | +123.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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