+313.7%
ADP vs AMT
+116.9%
+196.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +11.5% | +3.7% | +7.8% | +9.8% |
| 3M | +12.0% | +10.7% | +1.3% | +7.2% |
| 6M | +43.8% | +9.3% | +34.5% | +38.1% |
| YTD | +20.1% | +10.9% | +9.1% | +13.5% |
| 1Y | +22.3% | +10.5% | +11.8% | +15.7% |
| 3Y | +43.3% | +15.5% | +27.7% | +27.7% |
| 5Y | +47.3% | -20.6% | +67.9% | +54.9% |
| 10Y | +313.7% | +124.5% | +189.2% | +220.3% |
| All | +313.7% | +116.9% | +196.8% | +220.3% |
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