+124.1%
ADP vs ALC
+31.8%
+92.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | +3.2% | +4.9% | -1.6% | +1.4% |
| 30D | +14.9% | +19.0% | -4.0% | +7.7% |
| 3M | +11.6% | +7.8% | +3.9% | +8.3% |
| 6M | +48.5% | +14.6% | +33.9% | +40.6% |
| YTD | +20.6% | -4.4% | +25.0% | +21.2% |
| 1Y | +23.7% | +1.4% | +22.3% | +21.4% |
| 3Y | +47.8% | +2.5% | +45.3% | +39.1% |
| 5Y | +47.7% | -10.9% | +58.6% | +45.5% |
| All | +124.1% | +31.8% | +92.3% | +67.2% |
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 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