+313.7%
ADP vs ALB
+38.2%
+275.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.1% | +9.5% | -8.4% | -0.2% |
| 30D | +11.5% | -2.1% | +13.6% | +11.7% |
| 3M | +12.0% | -24.1% | +36.2% | +16.2% |
| 6M | +43.8% | -51.0% | +94.8% | +58.4% |
| YTD | +20.1% | -29.3% | +49.4% | +23.1% |
| 1Y | +22.3% | +3.2% | +19.1% | +17.3% |
| 3Y | +43.3% | -9.3% | +52.6% | +30.9% |
| 5Y | +47.3% | -61.6% | +109.0% | +56.7% |
| 10Y | +313.7% | +40.8% | +272.9% | +177.3% |
| All | +313.7% | +38.2% | +275.5% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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