+316.8%
ADP vs ALM
+2,022.9%
-1,706.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.2% |
| 7D | +3.2% | -6.7% | +9.9% | +3.3% |
| 30D | +14.9% | -32.9% | +47.8% | +15.2% |
| 3M | +11.6% | -39.5% | +51.1% | +12.0% |
| 6M | +48.5% | -62.0% | +110.4% | +49.6% |
| YTD | +20.6% | -7.8% | +28.4% | +19.2% |
| 1Y | +23.7% | +26.7% | -3.0% | +21.3% |
| 3Y | +47.8% | +825.4% | -777.6% | +37.3% |
| 5Y | +47.7% | +401.2% | -353.5% | +38.0% |
| All | +316.8% | +2,022.9% | -1,706.0% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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