+36.3%
ADP vs AMIX
-100.0%
+136.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.2% | -16.0% | +19.3% | +3.3% |
| 30D | +14.9% | -55.4% | +70.3% | +15.1% |
| 3M | +11.6% | -87.5% | +99.1% | +12.1% |
| 6M | +48.5% | -81.2% | +129.7% | +47.9% |
| YTD | +20.6% | -86.8% | +107.4% | +20.2% |
| 1Y | +23.7% | -91.6% | +115.3% | +23.4% |
| All | +36.3% | -100.0% | +136.2% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling