+11,904.6%
ADP vs APA
+860.5%
+11,044.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.9% | -1.6% |
| 7D | +3.2% | -15.5% | +18.7% | +5.5% |
| 30D | +14.9% | +2.4% | +12.5% | +14.3% |
| 3M | +11.6% | +22.8% | -11.2% | +8.0% |
| 6M | +48.5% | +17.9% | +30.5% | +44.1% |
| YTD | +20.6% | +87.7% | -67.1% | +9.0% |
| 1Y | +23.7% | +94.2% | -70.5% | +11.1% |
| 3Y | +47.8% | +27.2% | +20.6% | +37.0% |
| 5Y | +47.7% | +74.1% | -26.4% | +26.7% |
| 10Y | +324.0% | +2.6% | +321.3% | +233.8% |
| All | +11,904.6% | +860.5% | +11,044.1% | +6,887.9% |
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