+49.9%
ADP vs APD
+13.7%
+36.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.9% | -1.2% | +2.1% | +1.2% |
| 30D | +11.9% | +11.0% | +0.9% | +8.7% |
| 3M | +13.7% | +2.6% | +11.2% | +12.9% |
| 6M | +46.8% | +4.8% | +41.9% | +44.5% |
| YTD | +21.8% | +31.0% | -9.2% | +11.4% |
| 1Y | +23.5% | +23.4% | +0.1% | +14.9% |
| 3Y | +44.1% | +28.4% | +15.7% | +29.4% |
| 5Y | +49.9% | +15.2% | +34.7% | +33.8% |
| All | +49.9% | +13.7% | +36.2% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling