+316.8%
ADP vs APD
+185.9%
+130.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +3.2% | -3.7% | +6.9% | +4.9% |
| 30D | +14.9% | +9.6% | +5.3% | +10.5% |
| 3M | +11.6% | +1.6% | +10.0% | +10.7% |
| 6M | +48.5% | +2.2% | +46.3% | +46.2% |
| YTD | +20.6% | +25.9% | -5.3% | +7.2% |
| 1Y | +23.7% | +20.1% | +3.6% | +11.9% |
| 3Y | +47.8% | +12.4% | +35.4% | +32.5% |
| 5Y | +47.7% | +11.1% | +36.6% | +30.5% |
| All | +316.8% | +185.9% | +130.9% | +112.5% |
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