+870.0%
ADP vs APO
+1,518.9%
-648.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.2% | +0.8% | +2.5% | +2.9% |
| 30D | +14.9% | +1.0% | +13.9% | +14.3% |
| 3M | +11.6% | -8.4% | +20.0% | +13.7% |
| 6M | +48.5% | -9.1% | +57.6% | +50.7% |
| YTD | +20.6% | -18.3% | +38.9% | +25.1% |
| 1Y | +23.7% | -8.0% | +31.7% | +24.2% |
| 3Y | +47.8% | +47.1% | +0.7% | +26.0% |
| 5Y | +47.7% | +67.2% | -19.5% | +17.8% |
| 10Y | +324.0% | +871.8% | -547.9% | +109.8% |
| All | +870.0% | +1,518.9% | -648.8% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling