+199.0%
AMD vs ADP
+47.3%
+151.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +11.4% |
| 7D | -11.0% | +3.2% | -14.3% | -12.1% |
| 30D | -30.5% | +14.9% | -45.4% | -34.3% |
| 3M | -8.2% | +11.6% | -19.8% | -12.8% |
| 6M | +6.6% | +48.5% | -41.9% | -15.5% |
| YTD | +109.7% | +20.6% | +89.1% | +89.9% |
| 1Y | +88.9% | +23.7% | +65.2% | +66.6% |
| 3Y | +301.8% | +47.8% | +254.0% | +187.5% |
| All | +199.0% | +47.3% | +151.7% | +98.5% |
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 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