+281.8%
ADP vs AMT
+94.2%
+187.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +2.8% | +4.6% | -1.8% | +0.9% |
| 3M | +20.9% | -8.4% | +29.4% | +25.0% |
| 6M | +29.9% | -6.0% | +35.9% | +32.5% |
| YTD | +9.6% | +2.1% | +7.5% | +7.5% |
| 1Y | -5.3% | -6.4% | +1.1% | -4.0% |
| 3Y | +16.5% | +8.1% | +8.4% | +6.4% |
| 5Y | +49.4% | -31.9% | +81.3% | +68.4% |
| All | +281.8% | +94.2% | +187.6% | +204.3% |
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