+45.8%
ADP vs APTV
-69.4%
+115.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.2% | -2.8% |
| 7D | -5.5% | +2.0% | -7.4% | -5.8% |
| 30D | -1.2% | -7.7% | +6.5% | -0.1% |
| 3M | +17.9% | -34.0% | +51.9% | +25.1% |
| 6M | +20.3% | -37.1% | +57.4% | +28.2% |
| YTD | +5.8% | -39.9% | +45.7% | +13.3% |
| 1Y | -7.7% | -44.4% | +36.7% | +0.2% |
| 3Y | +14.7% | -54.5% | +69.2% | +27.8% |
| 5Y | +45.8% | -69.1% | +114.9% | +76.2% |
| All | +45.8% | -69.4% | +115.2% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling