+20.5%
ADP vs ABCL
+138.2%
-117.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.6% |
| 7D | +6.4% | -10.0% | +16.3% | +6.2% |
| 30D | +16.6% | -10.9% | +27.5% | +16.6% |
| 3M | +12.9% | +101.6% | -88.8% | +13.5% |
| 6M | +45.7% | +167.5% | -121.9% | +47.5% |
| YTD | +20.6% | +259.1% | -238.4% | +22.2% |
| 1Y | +20.5% | +152.2% | -131.7% | +23.0% |
| All | +20.5% | +138.2% | -117.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling