+313.7%
ADP vs APO
+903.0%
-589.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.7% |
| 7D | +1.1% | +2.3% | -1.2% | +0.3% |
| 30D | +11.5% | +3.0% | +8.5% | +10.3% |
| 3M | +12.0% | -3.7% | +15.7% | +12.7% |
| 6M | +43.8% | -7.5% | +51.3% | +45.5% |
| YTD | +20.1% | -14.5% | +34.6% | +23.3% |
| 1Y | +22.3% | -6.2% | +28.5% | +22.1% |
| 3Y | +43.3% | +51.9% | -8.6% | +18.2% |
| 5Y | +47.3% | +76.5% | -29.1% | +11.6% |
| 10Y | +313.7% | +895.2% | -581.5% | +94.0% |
| All | +313.7% | +903.0% | -589.3% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 10y: compounded portfolio wealth divided by compounded APO 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…
10y analysis · Full analysis span regression · 6 months rolling