+10,816.5%
ADP vs APA
+815.8%
+10,000.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.6% |
| 7D | -3.4% | +0.5% | -4.0% | -3.5% |
| 30D | +2.8% | +23.4% | -20.6% | -0.3% |
| 3M | +20.9% | +12.7% | +8.2% | +18.5% |
| 6M | +29.9% | +39.4% | -9.5% | +23.1% |
| YTD | +9.6% | +79.0% | -69.3% | +0.1% |
| 1Y | -5.3% | +88.8% | -94.1% | -14.6% |
| 3Y | +16.5% | +6.4% | +10.1% | +11.0% |
| 5Y | +49.4% | +153.0% | -103.6% | +21.3% |
| 10Y | +282.2% | +7.5% | +274.6% | +198.5% |
| All | +10,816.5% | +815.8% | +10,000.7% | +6,315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling