+319.9%
ADP vs APD
+191.9%
+128.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +2.2% | +3.8% | -1.7% | +0.5% |
| 30D | +10.6% | +8.2% | +2.4% | +6.8% |
| 3M | +12.9% | +4.3% | +8.6% | +10.7% |
| 6M | +50.6% | +4.7% | +45.9% | +46.9% |
| YTD | +23.2% | +31.5% | -8.4% | +7.4% |
| 1Y | +25.3% | +23.5% | +1.7% | +12.1% |
| 3Y | +47.1% | +29.1% | +18.0% | +23.8% |
| 5Y | +50.1% | +15.9% | +34.2% | +30.2% |
| All | +319.9% | +191.9% | +128.0% | +106.4% |
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