+65.2%
ALAB vs ADM
+40.7%
+24.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.8% |
| 7D | +7.2% | +3.8% | +3.5% | +8.2% |
| 30D | -2.5% | +9.8% | -12.3% | -0.3% |
| 3M | -13.3% | +2.1% | -15.4% | -12.2% |
| 6M | +172.8% | +27.5% | +145.3% | +192.2% |
| YTD | +86.6% | +50.2% | +36.4% | +118.3% |
| 1Y | +65.2% | +40.6% | +24.6% | +90.0% |
| All | +65.2% | +40.7% | +24.4% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling