+281.8%
ADP vs ALM
+2,950.3%
-2,668.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -3.4% | -2.6% | -0.8% | -3.4% |
| 30D | +2.8% | +32.0% | -29.2% | +2.5% |
| 3M | +20.9% | -15.0% | +36.0% | +21.1% |
| 6M | +29.9% | -10.1% | +40.0% | +29.7% |
| YTD | +9.6% | +99.4% | -89.8% | +7.7% |
| 1Y | -5.3% | +316.4% | -321.6% | -8.6% |
| 3Y | +16.5% | +2,022.0% | -2,005.5% | +7.2% |
| 5Y | +49.4% | +941.2% | -891.8% | +38.9% |
| All | +281.8% | +2,950.3% | -2,668.6% | +245.0% |
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