+207.4%
ALAB vs ADP
+31.5%
+176.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +5.6% |
| 7D | -26.3% | +3.2% | -29.5% | -24.8% |
| 30D | -50.1% | +14.9% | -65.0% | -46.4% |
| 3M | -42.5% | +11.6% | -54.1% | -38.6% |
| 6M | -10.8% | +48.5% | -59.3% | -0.2% |
| YTD | +14.6% | +20.6% | -5.9% | +30.3% |
| 1Y | +17.1% | +23.7% | -6.6% | +32.0% |
| All | +207.4% | +31.5% | +176.0% | +306.4% |
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 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