+49.9%
ADP vs AMT
-19.0%
+68.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | -2.4% | +3.3% | +1.6% |
| 30D | +11.9% | +4.2% | +7.7% | +10.6% |
| 3M | +13.7% | +13.4% | +0.3% | +9.6% |
| 6M | +46.8% | +9.4% | +37.4% | +42.6% |
| YTD | +21.8% | +11.7% | +10.1% | +16.9% |
| 1Y | +23.5% | +7.1% | +16.4% | +20.0% |
| 3Y | +44.1% | +15.1% | +29.0% | +32.0% |
| 5Y | +49.9% | -17.9% | +67.7% | +57.4% |
| All | +49.9% | -19.0% | +68.8% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling