+281.8%
ADP vs ALB
+74.5%
+207.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.4% | -1.4% |
| 7D | -3.4% | -8.1% | +4.6% | -2.3% |
| 30D | +2.8% | +6.3% | -3.5% | +1.7% |
| 3M | +20.9% | -23.6% | +44.5% | +25.2% |
| 6M | +29.9% | -24.6% | +54.5% | +33.7% |
| YTD | +9.6% | -10.3% | +19.9% | +8.9% |
| 1Y | -5.3% | +61.5% | -66.7% | -15.9% |
| 3Y | +16.5% | -34.0% | +50.4% | +16.6% |
| 5Y | +49.4% | -44.6% | +94.0% | +48.5% |
| All | +281.8% | +74.5% | +207.3% | +143.3% |
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