+6,406.4%
AMD vs ADP
+285.1%
+6,121.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.9% |
| 7D | +2.6% | -3.4% | +6.0% | +4.5% |
| 30D | -0.9% | +2.8% | -3.7% | -2.8% |
| 3M | -8.7% | +20.9% | -29.7% | -21.0% |
| 6M | +136.3% | +29.9% | +106.5% | +91.2% |
| YTD | +123.0% | +9.6% | +113.4% | +101.3% |
| 1Y | +195.2% | -5.3% | +200.4% | +193.4% |
| 3Y | +336.3% | +16.5% | +319.9% | +265.8% |
| 5Y | +334.5% | +49.4% | +285.1% | +207.1% |
| All | +6,406.4% | +285.1% | +6,121.4% | +2,612.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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