+53.2%
ADP vs APA
+156.4%
-103.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | -3.4% | +0.5% | -4.0% | -3.5% |
| 30D | +2.8% | +23.4% | -20.6% | +0.4% |
| 3M | +20.9% | +12.7% | +8.2% | +19.1% |
| 6M | +29.9% | +39.4% | -9.5% | +24.7% |
| YTD | +9.6% | +79.0% | -69.3% | +2.2% |
| 1Y | -5.3% | +88.8% | -94.1% | -12.6% |
| 3Y | +16.5% | +6.4% | +10.1% | +12.8% |
| All | +53.2% | +156.4% | -103.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling