+45.8%
ADP vs ALB
-43.6%
+89.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -3.7% |
| 7D | -5.5% | -4.4% | -1.1% | -5.1% |
| 30D | -1.2% | -1.2% | -0.1% | -1.2% |
| 3M | +17.9% | -13.3% | +31.2% | +19.0% |
| 6M | +20.3% | -19.8% | +40.1% | +21.8% |
| YTD | +5.8% | -7.9% | +13.8% | +5.1% |
| 1Y | -7.7% | +60.2% | -67.9% | -14.5% |
| 3Y | +14.7% | -26.4% | +41.2% | +15.0% |
| 5Y | +45.8% | -42.5% | +88.3% | +48.1% |
| All | +45.8% | -43.6% | +89.4% | +48.1% |
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