+43.3%
ADP vs AMT
+13.8%
+29.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +11.5% | +3.7% | +7.8% | +10.8% |
| 3M | +12.0% | +10.7% | +1.3% | +10.1% |
| 6M | +43.8% | +9.3% | +34.5% | +41.5% |
| YTD | +20.1% | +10.9% | +9.1% | +17.4% |
| 1Y | +22.3% | +10.5% | +11.8% | +19.6% |
| 3Y | +43.3% | +15.5% | +27.7% | +34.9% |
| All | +43.3% | +13.8% | +29.5% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling