+97.4%
ADP vs ABCL
-79.5%
+176.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.6% |
| 7D | +1.1% | +12.4% | -11.3% | +0.7% |
| 30D | +11.5% | -0.4% | +11.9% | +11.4% |
| 3M | +12.0% | +80.4% | -68.3% | +9.3% |
| 6M | +43.8% | +138.5% | -94.7% | +38.3% |
| YTD | +20.1% | +265.5% | -245.4% | +13.0% |
| 1Y | +22.3% | +219.7% | -197.4% | +15.7% |
| 3Y | +43.3% | +209.4% | -166.1% | +32.5% |
| 5Y | +47.3% | -15.0% | +62.4% | +39.7% |
| All | +97.4% | -79.5% | +176.9% | +87.9% |
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