+301.8%
AMD vs ADP
+48.5%
+253.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +10.6% |
| 7D | -11.0% | +3.2% | -14.3% | -10.0% |
| 30D | -30.5% | +14.9% | -45.4% | -27.5% |
| 3M | -8.2% | +11.6% | -19.8% | -4.7% |
| 6M | +6.6% | +48.5% | -41.9% | +10.8% |
| YTD | +109.7% | +20.6% | +89.1% | +131.6% |
| 1Y | +88.9% | +23.7% | +65.2% | +105.5% |
| 3Y | +301.8% | +47.8% | +254.0% | +322.4% |
| All | +301.8% | +48.5% | +253.3% | +322.4% |
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