+316.8%
ADP vs ALLE
+222.4%
+94.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +3.2% | -0.6% | +3.8% | +3.5% |
| 30D | +14.9% | +25.3% | -10.4% | +3.4% |
| 3M | +11.6% | +10.3% | +1.3% | +6.3% |
| 6M | +48.5% | +38.0% | +10.4% | +26.4% |
| YTD | +20.6% | +17.8% | +2.8% | +9.4% |
| 1Y | +23.7% | +13.6% | +10.1% | +14.2% |
| 3Y | +47.8% | +89.2% | -41.4% | +1.7% |
| 5Y | +47.7% | +51.1% | -3.3% | +12.0% |
| All | +316.8% | +222.4% | +94.4% | +125.8% |
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