+1,059.7%
APH vs ADP
+285.1%
+774.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.9% |
| 7D | +5.0% | -3.4% | +8.4% | +6.7% |
| 30D | -3.9% | +2.8% | -6.7% | -5.5% |
| 3M | +13.0% | +20.9% | -8.0% | +1.0% |
| 6M | +25.2% | +29.9% | -4.7% | +6.6% |
| YTD | +22.9% | +9.6% | +13.3% | +14.4% |
| 1Y | +47.8% | -5.3% | +53.1% | +48.7% |
| 3Y | +283.0% | +16.5% | +266.5% | +235.2% |
| 5Y | +349.7% | +49.4% | +300.3% | +236.3% |
| All | +1,059.7% | +285.1% | +774.7% | +470.1% |
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