+98.3%
ADP vs ABCL
-80.5%
+178.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -8.0% | -1.4% |
| 7D | +3.2% | -3.2% | +6.4% | +3.3% |
| 30D | +14.9% | -7.4% | +22.3% | +15.0% |
| 3M | +11.6% | +81.9% | -70.3% | +8.8% |
| 6M | +48.5% | +135.7% | -87.3% | +42.8% |
| YTD | +20.6% | +247.4% | -226.8% | +13.7% |
| 1Y | +23.7% | +162.3% | -138.6% | +17.9% |
| 3Y | +47.8% | +165.5% | -117.7% | +37.7% |
| 5Y | +47.7% | -21.3% | +69.0% | +40.2% |
| All | +98.3% | -80.5% | +178.8% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling