+47.9%
ADP vs ALNY
+30.0%
+17.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.2% |
| 7D | -5.7% | -6.4% | +0.7% | -5.1% |
| 30D | -1.4% | +11.9% | -13.3% | -2.5% |
| 3M | +16.6% | -15.0% | +31.6% | +17.6% |
| 6M | +24.9% | -23.2% | +48.2% | +27.1% |
| YTD | +5.6% | -37.8% | +43.3% | +9.5% |
| 1Y | -6.0% | -47.3% | +41.2% | -1.1% |
| 3Y | +14.5% | +22.9% | -8.4% | +8.5% |
| 5Y | +47.9% | +30.6% | +17.3% | +33.6% |
| All | +47.9% | +30.0% | +17.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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