+45.0%
ADP vs AMP
+120.7%
-75.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -3.1% | -1.0% | -2.1% | -2.7% |
| 3M | +15.6% | +23.2% | -7.6% | +6.4% |
| 6M | +20.8% | +20.4% | +0.4% | +11.8% |
| YTD | +4.7% | +13.6% | -8.9% | -1.1% |
| 1Y | -8.3% | +13.4% | -21.6% | -13.5% |
| 3Y | +13.6% | +66.5% | -52.9% | -11.3% |
| 5Y | +45.0% | +120.2% | -75.2% | -2.8% |
| All | +45.0% | +120.7% | -75.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling