+49.6%
ADP vs ABCL
+139.9%
-90.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +1.2% |
| 7D | +7.4% | -14.9% | +22.3% | +7.4% |
| 30D | +17.1% | -15.4% | +32.4% | +17.2% |
| 3M | +14.4% | +88.0% | -73.6% | +13.2% |
| 6M | +47.9% | +138.8% | -91.0% | +45.6% |
| YTD | +22.1% | +225.4% | -203.4% | +19.1% |
| 1Y | +21.8% | +137.3% | -115.6% | +19.7% |
| All | +49.6% | +139.9% | -90.2% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling