+43.3%
ADP vs APTV
-46.2%
+89.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.1% | -9.8% | +10.9% | +1.7% |
| 30D | +11.5% | -8.9% | +20.4% | +12.1% |
| 3M | +12.0% | -19.5% | +31.5% | +13.4% |
| 6M | +43.8% | -31.1% | +74.9% | +45.9% |
| YTD | +20.1% | -47.5% | +67.6% | +24.9% |
| 1Y | +22.3% | -52.3% | +74.6% | +28.4% |
| 3Y | +43.3% | -45.2% | +88.5% | +41.5% |
| All | +43.3% | -46.2% | +89.5% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling