+316.1%
ADP vs APD
+188.9%
+127.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +12.8% | +11.0% | +1.7% | +7.8% |
| 3M | +12.3% | +2.0% | +10.3% | +11.2% |
| 6M | +45.4% | +7.1% | +38.4% | +40.4% |
| YTD | +21.4% | +29.8% | -8.4% | +6.5% |
| 1Y | +23.7% | +24.0% | -0.3% | +10.4% |
| 3Y | +43.6% | +27.2% | +16.5% | +21.7% |
| 5Y | +48.7% | +12.8% | +35.9% | +30.9% |
| 10Y | +316.1% | +185.0% | +131.1% | +107.7% |
| All | +316.1% | +188.9% | +127.2% | +107.7% |
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