+789.0%
ADP vs APTV
+194.6%
+594.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.1% | -2.8% |
| 7D | -3.4% | +4.8% | -8.2% | -4.6% |
| 30D | +2.8% | +2.0% | +0.8% | +2.1% |
| 3M | +20.9% | -34.2% | +55.2% | +32.6% |
| 6M | +29.9% | -34.7% | +64.5% | +41.2% |
| YTD | +9.6% | -37.0% | +46.6% | +19.8% |
| 1Y | -5.3% | -40.4% | +35.1% | +4.8% |
| 3Y | +16.5% | -54.1% | +70.6% | +33.4% |
| 5Y | +49.4% | -68.0% | +117.4% | +83.3% |
| 10Y | +282.2% | -15.5% | +297.7% | +218.8% |
| All | +789.0% | +194.6% | +594.5% | +403.5% |
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 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