+331.1%
AMD vs ADP
+16.9%
+314.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +4.4% |
| 7D | +2.6% | -3.4% | +6.0% | +2.1% |
| 30D | -0.9% | +2.8% | -3.7% | -0.5% |
| 3M | -8.7% | +20.9% | -29.7% | -7.8% |
| 6M | +136.3% | +29.9% | +106.5% | +135.7% |
| YTD | +123.0% | +9.6% | +113.4% | +134.6% |
| 1Y | +195.2% | -5.3% | +200.4% | +231.3% |
| All | +331.1% | +16.9% | +314.2% | +387.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling