+5,448.9%
ADP vs ALB
+2,114.0%
+3,334.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +2.0% |
| 7D | +3.2% | +5.3% | -2.1% | +2.1% |
| 30D | +12.8% | -6.3% | +19.0% | +14.0% |
| 3M | +12.3% | -27.4% | +39.7% | +19.1% |
| 6M | +45.4% | -53.1% | +98.5% | +67.0% |
| YTD | +21.4% | -32.3% | +53.7% | +26.9% |
| 1Y | +23.7% | -7.3% | +31.0% | +20.5% |
| 3Y | +43.6% | -14.9% | +58.6% | +30.5% |
| 5Y | +48.7% | -62.0% | +110.7% | +55.9% |
| 10Y | +316.1% | +33.0% | +283.1% | +191.6% |
| All | +5,448.9% | +2,114.0% | +3,334.9% | +1,989.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling