+14.7%
ADP vs AMP
+70.1%
-55.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -5.5% | +2.6% | -8.1% | -6.3% |
| 30D | -1.2% | +0.8% | -2.1% | -1.5% |
| 3M | +17.9% | +24.3% | -6.4% | +9.4% |
| 6M | +20.3% | +20.6% | -0.2% | +12.6% |
| YTD | +5.8% | +14.6% | -8.8% | +0.5% |
| 1Y | -7.7% | +14.5% | -22.3% | -12.5% |
| 3Y | +14.7% | +67.9% | -53.2% | -10.5% |
| All | +14.7% | +70.1% | -55.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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