+11,477.5%
AMD vs ADP
+11,097.1%
+380.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +6.1% |
| 7D | +2.6% | -3.4% | +6.0% | +4.9% |
| 30D | -0.9% | +2.8% | -3.7% | -3.1% |
| 3M | -8.7% | +20.9% | -29.7% | -22.5% |
| 6M | +136.3% | +29.9% | +106.5% | +86.8% |
| YTD | +123.0% | +9.6% | +113.4% | +96.5% |
| 1Y | +195.2% | -5.3% | +200.4% | +185.2% |
| 3Y | +336.3% | +16.5% | +319.9% | +258.5% |
| 5Y | +334.5% | +49.4% | +285.1% | +204.3% |
| 10Y | +6,259.1% | +282.2% | +5,976.9% | +2,139.1% |
| All | +11,477.5% | +11,097.1% | +380.3% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling