+11,904.6%
ADP vs APD
+6,189.3%
+5,715.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +3.2% | -3.7% | +6.9% | +4.6% |
| 30D | +14.9% | +9.6% | +5.3% | +11.2% |
| 3M | +11.6% | +1.6% | +10.0% | +10.8% |
| 6M | +48.5% | +2.2% | +46.3% | +46.6% |
| YTD | +20.6% | +25.9% | -5.3% | +9.6% |
| 1Y | +23.7% | +20.1% | +3.6% | +14.1% |
| 3Y | +47.8% | +12.4% | +35.4% | +35.6% |
| 5Y | +47.7% | +11.1% | +36.6% | +34.8% |
| 10Y | +324.0% | +190.1% | +133.8% | +171.3% |
| All | +11,904.6% | +6,189.3% | +5,715.3% | +2,417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling