+337.5%
AMD vs ADP
+49.8%
+287.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.5% |
| 7D | +2.6% | -3.4% | +6.0% | +4.0% |
| 30D | -0.9% | +2.8% | -3.7% | -2.3% |
| 3M | -8.7% | +20.9% | -29.7% | -18.5% |
| 6M | +136.3% | +29.9% | +106.5% | +98.8% |
| YTD | +123.0% | +9.6% | +113.4% | +110.7% |
| 1Y | +195.2% | -5.3% | +200.4% | +210.8% |
| 3Y | +336.3% | +16.5% | +319.9% | +276.4% |
| All | +337.5% | +49.8% | +287.8% | +184.7% |
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