+101.3%
ADP vs ABCL
-81.0%
+182.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.6% |
| 7D | +0.3% | +4.4% | -4.1% | +0.1% |
| 30D | +11.6% | -7.9% | +19.5% | +11.7% |
| 3M | +15.1% | +12.2% | +2.8% | +14.2% |
| 6M | +46.0% | +134.7% | -88.7% | +40.5% |
| YTD | +22.4% | +239.8% | -217.4% | +15.5% |
| 1Y | +24.5% | +192.7% | -168.2% | +18.1% |
| 3Y | +44.8% | +187.6% | -142.8% | +34.2% |
| 5Y | +49.1% | -22.6% | +71.7% | +41.5% |
| All | +101.3% | -81.0% | +182.2% | +92.0% |
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