+7,765.4%
AMD vs ADP
+322.2%
+7,443.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.4% | -9.1% |
| 7D | +18.9% | +2.2% | +16.8% | +17.6% |
| 30D | -6.4% | +10.6% | -17.0% | -12.3% |
| 3M | +10.6% | +12.9% | -2.3% | +1.5% |
| 6M | +19.9% | +50.6% | -30.8% | -11.0% |
| YTD | +149.4% | +23.2% | +126.2% | +108.1% |
| 1Y | +115.4% | +25.3% | +90.1% | +76.8% |
| 3Y | +357.3% | +47.1% | +310.2% | +225.3% |
| 5Y | +261.1% | +50.1% | +211.1% | +155.2% |
| All | +7,765.4% | +322.2% | +7,443.2% | +3,098.3% |
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