+25.3%
ADP vs APD
+25.0%
+0.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +2.2% | +3.8% | -1.7% | +1.8% |
| 30D | +10.6% | +8.2% | +2.4% | +9.9% |
| 3M | +12.9% | +4.3% | +8.6% | +12.6% |
| 6M | +50.6% | +4.7% | +45.9% | +50.1% |
| YTD | +23.2% | +31.5% | -8.4% | +18.6% |
| 1Y | +25.3% | +23.5% | +1.7% | +22.2% |
| All | +25.3% | +25.0% | +0.3% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling