+275.2%
ADP vs APTV
-15.8%
+291.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | -5.7% | -1.8% | -3.9% | -5.3% |
| 30D | -1.4% | -7.9% | +6.5% | +0.4% |
| 3M | +16.6% | -29.9% | +46.5% | +25.3% |
| 6M | +24.9% | -36.6% | +61.5% | +36.2% |
| YTD | +5.6% | -40.0% | +45.5% | +16.2% |
| 1Y | -6.0% | -44.0% | +38.0% | +5.0% |
| 3Y | +14.5% | -54.5% | +69.0% | +30.6% |
| 5Y | +47.9% | -68.8% | +116.7% | +81.5% |
| All | +275.2% | -15.8% | +291.0% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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