+313.7%
ADP vs APD
+192.6%
+121.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.3% |
| 7D | +1.1% | -1.6% | +2.7% | +1.7% |
| 30D | +11.5% | +10.6% | +0.9% | +6.8% |
| 3M | +12.0% | +2.5% | +9.5% | +10.7% |
| 6M | +43.8% | +6.0% | +37.8% | +39.4% |
| YTD | +20.1% | +28.4% | -8.4% | +5.7% |
| 1Y | +22.3% | +22.2% | +0.1% | +9.9% |
| 3Y | +43.3% | +26.6% | +16.7% | +21.5% |
| 5Y | +47.3% | +11.8% | +35.6% | +30.1% |
| 10Y | +313.7% | +187.8% | +125.9% | +107.2% |
| All | +313.7% | +192.6% | +121.2% | +107.2% |
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