+884.4%
ADP vs APTV
+143.1%
+741.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +3.2% | -4.3% | +7.5% | +4.2% |
| 30D | +12.8% | -9.7% | +22.4% | +15.3% |
| 3M | +12.3% | -20.6% | +32.9% | +18.3% |
| 6M | +45.4% | -31.7% | +77.1% | +56.2% |
| YTD | +21.4% | -48.0% | +69.4% | +38.6% |
| 1Y | +23.7% | -52.1% | +75.8% | +44.1% |
| 3Y | +43.6% | -47.9% | +91.5% | +57.2% |
| 5Y | +48.7% | -76.9% | +125.6% | +99.0% |
| 10Y | +316.1% | -26.7% | +342.8% | +257.8% |
| All | +884.4% | +143.1% | +741.3% | +482.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling