+48.7%
ADP vs AMP
+84.2%
-35.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.2% | +3.3% | -0.2% | +1.8% |
| 30D | +12.8% | +4.2% | +8.5% | +10.8% |
| 3M | +12.3% | -6.4% | +18.7% | +15.0% |
| 6M | +45.4% | +12.4% | +33.0% | +38.3% |
| YTD | +21.4% | +7.4% | +14.0% | +16.9% |
| 1Y | +23.7% | +14.7% | +9.0% | +15.9% |
| 3Y | +43.6% | +60.8% | -17.2% | +13.0% |
| 5Y | +48.7% | +83.4% | -34.7% | +5.6% |
| All | +48.7% | +84.2% | -35.5% | +5.6% |
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