+115.4%
AMD vs ADP
+26.1%
+89.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.4% | -8.1% |
| 7D | +18.9% | +2.2% | +16.8% | +21.6% |
| 30D | -6.4% | +10.6% | -17.0% | +4.3% |
| 3M | +10.6% | +12.9% | -2.3% | +26.7% |
| 6M | +19.9% | +50.6% | -30.8% | +67.9% |
| YTD | +149.4% | +23.2% | +126.2% | +201.5% |
| 1Y | +115.4% | +25.3% | +90.1% | +162.5% |
| All | +115.4% | +26.1% | +89.2% | +162.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling