+53.2%
ADP vs ALM
+951.0%
-897.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 3M | +20.9% | -15.0% | +36.0% | +21.3% |
| 6M | +29.9% | -10.1% | +40.0% | +30.0% |
| YTD | +9.6% | +99.4% | -89.8% | +8.0% |
| 1Y | -5.3% | +316.4% | -321.6% | -8.5% |
| 3Y | +16.5% | +2,022.0% | -2,005.5% | +6.5% |
| All | +53.2% | +951.0% | -897.8% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling