+319.9%
ADP vs ALLE
+211.7%
+108.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +0.5% |
| 30D | +10.6% | +25.9% | -15.3% | -0.8% |
| 3M | +12.9% | +15.8% | -2.8% | +5.2% |
| 6M | +50.6% | +48.1% | +2.6% | +24.1% |
| YTD | +23.2% | +22.0% | +1.2% | +10.0% |
| 1Y | +25.3% | +18.0% | +7.2% | +13.6% |
| 3Y | +47.1% | +93.1% | -46.0% | +0.4% |
| 5Y | +50.1% | +52.1% | -2.0% | +13.7% |
| All | +319.9% | +211.7% | +108.2% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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