+37.8%
ALAB vs ADM
+29.5%
+8.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +7.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -28.8% | -11.8% | -16.9% | -30.3% |
| 3M | -26.0% | -11.3% | -14.7% | -27.5% |
| 6M | +11.4% | -10.0% | +21.4% | +10.4% |
| YTD | +38.8% | +25.9% | +12.9% | +50.3% |
| 1Y | +37.8% | +26.7% | +11.2% | +51.7% |
| All | +37.8% | +29.5% | +8.3% | +51.7% |
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