+272.3%
ALAB vs ADP
+32.8%
+239.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +7.0% |
| 7D | +3.4% | +0.9% | +2.5% | +4.2% |
| 30D | -28.8% | +11.9% | -40.6% | -24.2% |
| 3M | -26.0% | +13.7% | -39.7% | -20.4% |
| 6M | +11.4% | +46.8% | -35.4% | +25.7% |
| YTD | +38.8% | +21.8% | +17.0% | +58.6% |
| 1Y | +37.8% | +23.5% | +14.3% | +56.6% |
| All | +272.3% | +32.8% | +239.5% | +394.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling