+17.8%
ADP vs ABCL
+104.5%
-86.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -3.4% | +0.7% | -4.1% | -3.4% |
| 30D | +2.8% | +93.1% | -90.3% | +1.2% |
| 3M | +20.9% | +79.4% | -58.5% | +19.1% |
| 6M | +29.9% | +214.9% | -185.0% | +25.6% |
| YTD | +9.6% | +234.2% | -224.6% | +5.6% |
| 1Y | -5.3% | +174.8% | -180.0% | -8.5% |
| All | +17.8% | +104.5% | -86.7% | +10.1% |
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