+48.7%
ADP vs ALK
-31.3%
+80.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.8% |
| 7D | +2.2% | -1.2% | +3.4% | +2.3% |
| 30D | +10.6% | +7.7% | +2.9% | +9.3% |
| 3M | +12.9% | -19.0% | +31.9% | +15.6% |
| 6M | +50.6% | -0.2% | +50.8% | +48.5% |
| YTD | +23.2% | -23.5% | +46.7% | +25.6% |
| 1Y | +25.3% | -9.1% | +34.4% | +23.4% |
| 3Y | +47.1% | +12.0% | +35.1% | +30.4% |
| All | +48.7% | -31.3% | +80.0% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling