+313.7%
ADP vs ALM
+2,221.4%
-1,907.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -0.5% |
| 7D | +1.1% | +0.7% | +0.4% | +1.1% |
| 30D | +11.5% | -26.1% | +37.6% | +11.8% |
| 3M | +12.0% | -38.1% | +50.2% | +12.4% |
| 6M | +43.8% | -55.4% | +99.2% | +44.7% |
| YTD | +20.1% | -0.4% | +20.5% | +18.6% |
| 1Y | +22.3% | +25.4% | -3.1% | +20.1% |
| 3Y | +43.3% | +907.8% | -864.5% | +33.0% |
| 5Y | +47.3% | +440.2% | -392.8% | +37.5% |
| 10Y | +313.7% | +2,031.1% | -1,717.4% | +278.3% |
| All | +313.7% | +2,221.4% | -1,907.7% | +278.3% |
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