+48.7%
ADP vs ALC
-9.1%
+57.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.3% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | +10.6% | +16.0% | -5.5% | +5.5% |
| 3M | +12.9% | +0.8% | +12.1% | +12.4% |
| 6M | +50.6% | +16.8% | +33.8% | +43.3% |
| YTD | +23.2% | -5.5% | +28.7% | +24.1% |
| 1Y | +25.3% | -5.3% | +30.5% | +26.0% |
| 3Y | +47.1% | +4.1% | +43.0% | +38.1% |
| All | +48.7% | -9.1% | +57.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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