+53.2%
ADP vs ALK
-25.3%
+78.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -3.4% | -0.7% | -2.8% | -3.4% |
| 30D | +2.8% | -19.2% | +22.0% | +5.5% |
| 3M | +20.9% | -1.5% | +22.5% | +20.3% |
| 6M | +29.9% | -13.1% | +42.9% | +30.8% |
| YTD | +9.6% | -16.4% | +26.1% | +10.8% |
| 1Y | -5.3% | -33.1% | +27.8% | -0.8% |
| 3Y | +16.5% | +0.6% | +15.9% | +8.2% |
| All | +53.2% | -25.3% | +78.5% | +46.9% |
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 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