+196.6%
AMD vs ADP
+49.8%
+146.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.2% | -18.4% | -17.6% |
| 7D | -28.6% | +7.4% | -36.0% | -30.3% |
| 30D | -37.7% | +17.1% | -54.8% | -41.4% |
| 3M | -16.1% | +14.4% | -30.6% | -20.9% |
| 6M | +13.8% | +47.9% | -34.1% | -9.1% |
| YTD | +88.8% | +22.1% | +66.8% | +70.7% |
| 1Y | +57.8% | +21.8% | +36.0% | +42.3% |
| 3Y | +260.3% | +50.5% | +209.8% | +156.4% |
| 5Y | +196.6% | +49.6% | +147.0% | +100.4% |
| All | +196.6% | +49.8% | +146.8% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling