+103.8%
ADP vs ALC
+24.0%
+79.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.3% |
| 7D | -3.4% | -2.1% | -1.3% | -2.7% |
| 30D | +2.8% | -0.1% | +2.9% | +2.7% |
| 3M | +20.9% | +5.9% | +15.0% | +18.2% |
| 6M | +29.9% | -15.9% | +45.8% | +37.4% |
| YTD | +9.6% | -10.1% | +19.8% | +12.9% |
| 1Y | -5.3% | -10.2% | +5.0% | -2.6% |
| 3Y | +16.5% | -13.6% | +30.0% | +17.9% |
| 5Y | +49.4% | -15.1% | +64.5% | +49.6% |
| All | +103.8% | +24.0% | +79.8% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling