+33.7%
ALAB vs ADP
-7.1%
+40.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.5% | -3.5% | -9.9% |
| 7D | +3.2% | -5.5% | +8.7% | -1.8% |
| 30D | -13.6% | -1.2% | -12.3% | -14.3% |
| 3M | -16.6% | +17.9% | -34.5% | -2.7% |
| 6M | +142.3% | +20.3% | +122.0% | +183.2% |
| YTD | +73.6% | +5.8% | +67.8% | +72.0% |
| 1Y | +33.7% | -7.7% | +41.4% | +7.4% |
| All | +33.7% | -7.1% | +40.8% | +7.4% |
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