+24.5%
ALAB vs ADP
+20.3%
+4.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -7.0% | -1.9% |
| 7D | -24.9% | +6.4% | -31.2% | -19.6% |
| 30D | -38.4% | +16.6% | -55.0% | -27.9% |
| 3M | -38.3% | +12.9% | -51.1% | -29.3% |
| 6M | +10.9% | +45.7% | -34.7% | +49.0% |
| YTD | +34.2% | +20.6% | +13.6% | +57.1% |
| 1Y | +24.5% | +20.5% | +4.0% | +41.3% |
| All | +24.5% | +20.3% | +4.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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