+14.4%
ADP vs APD
+4.8%
+9.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.2% |
| 7D | +7.4% | -0.7% | +8.1% | +7.5% |
| 30D | +17.1% | +10.1% | +6.9% | +14.4% |
| 3M | +14.4% | +4.9% | +9.6% | +14.1% |
| All | +14.4% | +4.8% | +9.7% | +14.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling