+313.7%
ADP vs APA
+0.9%
+312.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.1% | -8.7% | +9.8% | +2.1% |
| 30D | +11.5% | -2.4% | +13.9% | +11.6% |
| 3M | +12.0% | +19.0% | -6.9% | +9.4% |
| 6M | +43.8% | +26.8% | +17.0% | +39.1% |
| YTD | +20.1% | +87.3% | -67.3% | +10.3% |
| 1Y | +22.3% | +92.3% | -70.0% | +11.9% |
| 3Y | +43.3% | +37.3% | +6.0% | +33.2% |
| 5Y | +47.3% | +73.2% | -25.8% | +29.7% |
| 10Y | +313.7% | -0.9% | +314.6% | +228.5% |
| All | +313.7% | +0.9% | +312.8% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling