+317.2%
ADP vs ALK
-45.1%
+362.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.5% |
| 7D | +0.3% | +0.9% | -0.7% | 0.0% |
| 30D | +11.6% | +3.3% | +8.3% | +10.5% |
| 3M | +15.1% | -17.6% | +32.6% | +19.0% |
| 6M | +46.0% | +0.8% | +45.2% | +42.9% |
| YTD | +22.4% | -22.4% | +44.8% | +25.0% |
| 1Y | +24.5% | -10.1% | +34.5% | +22.4% |
| 3Y | +44.8% | +14.0% | +30.8% | +26.6% |
| 5Y | +49.1% | -29.8% | +78.9% | +44.7% |
| All | +317.2% | -45.1% | +362.3% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling