+47.8%
ADP vs ALK
+16.0%
+31.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.3% |
| 7D | +3.2% | +9.0% | -5.8% | +2.6% |
| 30D | +14.9% | -1.6% | +16.5% | +14.9% |
| 3M | +11.6% | -23.2% | +34.8% | +13.4% |
| 6M | +48.5% | -3.9% | +52.3% | +47.6% |
| YTD | +20.6% | -22.6% | +43.2% | +22.1% |
| 1Y | +23.7% | -5.3% | +29.0% | +21.9% |
| 3Y | +47.8% | +18.6% | +29.2% | +40.9% |
| All | +47.8% | +16.0% | +31.8% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling