+505.2%
ADP vs ALLE
+331.3%
+173.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.5% |
| 7D | +7.4% | 0.0% | +7.3% | +7.3% |
| 30D | +17.1% | +20.6% | -3.5% | +7.3% |
| 3M | +14.4% | +11.4% | +3.0% | +8.6% |
| 6M | +47.9% | +42.5% | +5.3% | +24.4% |
| YTD | +22.1% | +18.9% | +3.2% | +10.5% |
| 1Y | +21.8% | +14.2% | +7.6% | +12.3% |
| 3Y | +50.5% | +90.7% | -40.2% | +4.6% |
| 5Y | +49.6% | +52.5% | -2.9% | +13.8% |
| 10Y | +329.3% | +231.2% | +98.0% | +122.7% |
| All | +505.2% | +331.3% | +173.9% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling