+951.3%
APH vs ADP
+327.9%
+623.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +1.1% | +1.1% | 0.0% | +0.4% |
| 30D | -7.5% | +11.5% | -19.0% | -12.9% |
| 3M | -4.4% | +12.0% | -16.5% | -10.7% |
| 6M | +26.5% | +43.8% | -17.3% | +2.0% |
| YTD | +20.0% | +20.1% | 0.0% | +5.9% |
| 1Y | +16.9% | +22.3% | -5.4% | +1.7% |
| 3Y | +288.5% | +43.3% | +245.2% | +201.3% |
| 5Y | +310.3% | +47.3% | +262.9% | +209.2% |
| 10Y | +951.3% | +313.7% | +637.6% | +392.4% |
| All | +951.3% | +327.9% | +623.4% | +392.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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