+316.8%
ADP vs ALK
-41.7%
+358.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.4% |
| 7D | +3.2% | +9.0% | -5.8% | +1.3% |
| 30D | +14.9% | -1.6% | +16.5% | +15.0% |
| 3M | +11.6% | -23.2% | +34.8% | +17.2% |
| 6M | +48.5% | -3.9% | +52.3% | +47.0% |
| YTD | +20.6% | -22.6% | +43.2% | +23.3% |
| 1Y | +23.7% | -5.3% | +29.0% | +20.2% |
| 3Y | +47.8% | +18.6% | +29.2% | +28.0% |
| 5Y | +47.7% | -34.4% | +82.1% | +46.1% |
| All | +316.8% | -41.7% | +358.6% | +281.0% |
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