+577.1%
ADP vs ALM
+3,507.4%
-2,930.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.2% |
| 7D | +3.2% | -6.7% | +9.9% | +3.2% |
| 30D | +14.9% | -32.9% | +47.8% | +14.9% |
| 3M | +11.6% | -39.5% | +51.1% | +11.7% |
| 6M | +48.5% | -62.0% | +110.4% | +48.6% |
| YTD | +20.6% | -7.8% | +28.4% | +20.5% |
| 1Y | +23.7% | +26.7% | -3.0% | +23.5% |
| 3Y | +47.8% | +825.4% | -777.6% | +47.0% |
| 5Y | +47.7% | +401.2% | -353.5% | +47.0% |
| 10Y | +324.0% | +2,074.0% | -1,750.1% | +321.0% |
| All | +577.1% | +3,507.4% | -2,930.4% | +569.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling