+8,077.9%
AMD vs ADP
+315.9%
+7,762.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.7% | +14.0% | +14.4% |
| 7D | +6.5% | +3.2% | +3.3% | +4.6% |
| 30D | -15.3% | +12.8% | -28.0% | -21.5% |
| 3M | +9.7% | +12.3% | -2.6% | +1.0% |
| 6M | +13.2% | +45.4% | -32.2% | -14.1% |
| YTD | +140.6% | +21.4% | +119.2% | +102.4% |
| 1Y | +111.2% | +23.7% | +87.5% | +74.4% |
| 3Y | +334.4% | +43.6% | +290.8% | +214.0% |
| 5Y | +268.3% | +48.7% | +219.6% | +161.5% |
| 10Y | +8,077.9% | +316.1% | +7,761.8% | +3,357.7% |
| All | +8,077.9% | +315.9% | +7,762.1% | +3,357.7% |
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