+47.1%
ADP vs APA
+45.9%
+1.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.5% |
| 7D | +2.2% | +8.5% | -6.4% | +1.6% |
| 30D | +10.6% | +2.8% | +7.8% | +10.2% |
| 3M | +12.9% | +21.7% | -8.8% | +11.0% |
| 6M | +50.6% | +32.6% | +18.0% | +46.9% |
| YTD | +23.2% | +103.7% | -80.5% | +16.2% |
| 1Y | +25.3% | +101.8% | -76.5% | +18.2% |
| 3Y | +47.1% | +48.1% | -0.9% | +34.2% |
| All | +47.1% | +45.9% | +1.2% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling