+281.8%
ADP vs APD
+165.5%
+116.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -3.4% | -2.2% | -1.2% | -2.5% |
| 30D | +2.8% | +2.1% | +0.7% | +1.8% |
| 3M | +20.9% | +7.2% | +13.8% | +16.9% |
| 6M | +29.9% | +11.2% | +18.6% | +22.8% |
| YTD | +9.6% | +24.4% | -14.7% | -2.0% |
| 1Y | -5.3% | +6.7% | -11.9% | -9.6% |
| 3Y | +16.5% | +9.2% | +7.2% | +5.9% |
| 5Y | +49.4% | +27.4% | +22.0% | +21.4% |
| All | +281.8% | +165.5% | +116.3% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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