+9,703.6%
AMD vs ADP
+12,367.0%
-2,663.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.2% | -18.4% | -18.0% |
| 7D | -28.6% | +7.4% | -36.0% | -32.2% |
| 30D | -37.7% | +17.1% | -54.8% | -44.7% |
| 3M | -16.1% | +14.4% | -30.6% | -25.1% |
| 6M | +13.8% | +47.9% | -34.1% | -18.2% |
| YTD | +88.8% | +22.1% | +66.8% | +51.9% |
| 1Y | +57.8% | +21.8% | +36.0% | +26.7% |
| 3Y | +260.3% | +50.5% | +209.8% | +144.4% |
| 5Y | +196.6% | +49.6% | +147.0% | +104.4% |
| 10Y | +6,064.6% | +329.3% | +5,735.4% | +1,870.9% |
| All | +9,703.6% | +12,367.0% | -2,663.4% | +385.3% |
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