+10,816.5%
ADP vs APD
+6,115.6%
+4,700.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -3.4% | -2.2% | -1.2% | -2.7% |
| 30D | +2.8% | +2.1% | +0.7% | +2.0% |
| 3M | +20.9% | +7.2% | +13.8% | +17.6% |
| 6M | +29.9% | +11.2% | +18.6% | +24.1% |
| YTD | +9.6% | +24.4% | -14.7% | +0.2% |
| 1Y | -5.3% | +6.7% | -11.9% | -8.9% |
| 3Y | +16.5% | +9.2% | +7.2% | +8.0% |
| 5Y | +49.4% | +27.4% | +22.0% | +29.5% |
| 10Y | +282.2% | +164.8% | +117.4% | +152.5% |
| All | +10,816.5% | +6,115.6% | +4,700.9% | +2,201.0% |
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