+319.9%
ADP vs AMT
+136.5%
+183.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +2.2% | +1.5% | +0.7% | +1.6% |
| 30D | +10.6% | +6.8% | +3.7% | +7.6% |
| 3M | +12.9% | +11.2% | +1.7% | +7.9% |
| 6M | +50.6% | +12.5% | +38.2% | +43.0% |
| YTD | +23.2% | +12.5% | +10.7% | +15.8% |
| 1Y | +25.3% | +10.1% | +15.2% | +18.7% |
| 3Y | +47.1% | +16.0% | +31.1% | +30.9% |
| 5Y | +50.1% | -17.2% | +67.2% | +54.6% |
| All | +319.9% | +136.5% | +183.5% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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