+2,152.0%
ADP vs AMT
+1,431.6%
+720.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -0.8% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +14.9% | +13.6% | +1.3% | +12.4% |
| 3M | +11.6% | +11.5% | +0.2% | +9.5% |
| 6M | +48.5% | +6.9% | +41.5% | +46.6% |
| YTD | +20.6% | +10.8% | +9.7% | +18.0% |
| 1Y | +23.7% | +10.3% | +13.4% | +21.1% |
| 3Y | +47.8% | +12.4% | +35.4% | +43.0% |
| 5Y | +47.7% | -20.1% | +67.8% | +50.3% |
| 10Y | +324.0% | +116.8% | +207.1% | +275.2% |
| All | +2,152.0% | +1,431.6% | +720.5% | +1,225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling