+270.5%
ADP vs APO
+948.0%
-677.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.1% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -1.2% | +3.9% | -5.1% | -2.4% |
| 3M | +17.9% | +3.8% | +14.1% | +16.0% |
| 6M | +20.3% | +22.3% | -2.0% | +12.5% |
| YTD | +5.8% | -7.8% | +13.6% | +6.8% |
| 1Y | -7.7% | -0.3% | -7.4% | -9.3% |
| 3Y | +14.7% | +57.1% | -42.4% | -6.0% |
| 5Y | +45.8% | +137.0% | -91.2% | +0.5% |
| 10Y | +270.5% | +946.8% | -676.3% | +67.5% |
| All | +270.5% | +948.0% | -677.5% | +67.5% |
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