+207.4%
ALAB vs ADM
+24.8%
+182.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.1% |
| 7D | -26.3% | -9.0% | -17.3% | -28.3% |
| 30D | -50.1% | -14.0% | -36.1% | -52.2% |
| 3M | -42.5% | -9.2% | -33.3% | -43.8% |
| 6M | -10.8% | -9.2% | -1.7% | -12.6% |
| YTD | +14.6% | +24.2% | -9.6% | +26.0% |
| 1Y | +17.1% | +27.0% | -9.8% | +30.3% |
| All | +207.4% | +24.8% | +182.7% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling