+6,351.7%
AMD vs ADP
+318.0%
+6,033.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +11.7% |
| 7D | -11.0% | +3.2% | -14.3% | -12.8% |
| 30D | -30.5% | +14.9% | -45.4% | -36.3% |
| 3M | -8.2% | +11.6% | -19.8% | -15.3% |
| 6M | +6.6% | +48.5% | -41.9% | -20.5% |
| YTD | +109.7% | +20.6% | +89.1% | +77.0% |
| 1Y | +88.9% | +23.7% | +65.2% | +55.8% |
| 3Y | +301.8% | +47.8% | +254.0% | +183.7% |
| 5Y | +229.4% | +47.7% | +181.6% | +134.4% |
| All | +6,351.7% | +318.0% | +6,033.7% | +2,570.5% |
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