+49.6%
ADP vs ALK
-33.9%
+83.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.6% |
| 7D | +7.4% | +7.1% | +0.3% | +6.3% |
| 30D | +17.1% | -3.0% | +20.1% | +17.3% |
| 3M | +14.4% | -25.6% | +40.1% | +18.6% |
| 6M | +47.9% | +0.5% | +47.4% | +45.7% |
| YTD | +22.1% | -23.1% | +45.1% | +24.4% |
| 1Y | +21.8% | -7.5% | +29.3% | +19.6% |
| 3Y | +50.5% | +15.3% | +35.2% | +32.6% |
| 5Y | +49.6% | -34.8% | +84.4% | +50.5% |
| All | +49.6% | -33.9% | +83.5% | +50.5% |
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