+2,180.2%
ADP vs AMT
+1,473.8%
+706.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +7.4% | +4.4% | +3.0% | +6.6% |
| 30D | +17.1% | +17.7% | -0.7% | +13.9% |
| 3M | +14.4% | +16.7% | -2.2% | +11.5% |
| 6M | +47.9% | +11.1% | +36.7% | +45.1% |
| YTD | +22.1% | +13.9% | +8.2% | +19.0% |
| 1Y | +21.8% | +12.5% | +9.2% | +18.9% |
| 3Y | +50.5% | +13.2% | +37.3% | +45.5% |
| 5Y | +49.6% | -17.9% | +67.4% | +51.5% |
| 10Y | +329.3% | +122.8% | +206.4% | +278.2% |
| All | +2,180.2% | +1,473.8% | +706.4% | +1,236.4% |
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 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