+267.2%
ALAB vs ADP
+33.5%
+233.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.1% |
| 7D | +26.9% | +0.3% | +26.7% | +27.2% |
| 30D | -30.0% | +11.6% | -41.6% | -25.6% |
| 3M | -28.5% | +15.1% | -43.6% | -22.7% |
| 6M | +11.4% | +46.0% | -34.6% | +26.3% |
| YTD | +36.9% | +22.4% | +14.5% | +56.9% |
| 1Y | +44.4% | +24.5% | +19.9% | +64.4% |
| All | +267.2% | +33.5% | +233.8% | +389.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling