+48.7%
ADP vs ALB
-64.0%
+112.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.8% |
| 7D | +2.2% | -5.8% | +7.9% | +2.7% |
| 30D | +10.6% | -4.5% | +15.1% | +10.9% |
| 3M | +12.9% | -28.1% | +41.0% | +15.9% |
| 6M | +50.6% | -53.2% | +103.8% | +60.4% |
| YTD | +23.2% | -33.3% | +56.5% | +25.5% |
| 1Y | +25.3% | -17.4% | +42.7% | +24.5% |
| 3Y | +47.1% | -14.1% | +61.3% | +38.2% |
| All | +48.7% | -64.0% | +112.6% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling