+17.8%
ADP vs ALB
-34.0%
+51.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.4% | -1.9% |
| 7D | -3.4% | -8.1% | +4.6% | -3.2% |
| 30D | +2.8% | +6.3% | -3.5% | +2.6% |
| 3M | +20.9% | -23.6% | +44.5% | +22.1% |
| 6M | +29.9% | -24.6% | +54.5% | +30.9% |
| YTD | +9.6% | -10.3% | +19.9% | +9.4% |
| 1Y | -5.3% | +61.5% | -66.7% | -8.8% |
| All | +17.8% | -34.0% | +51.8% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling