+883.4%
APH vs ADP
+318.0%
+565.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.4% | +4.7% |
| 7D | -5.9% | +3.2% | -9.2% | -7.5% |
| 30D | -14.8% | +14.9% | -29.7% | -20.9% |
| 3M | -12.4% | +11.6% | -24.0% | -18.0% |
| 6M | +8.1% | +48.5% | -40.4% | -14.3% |
| YTD | +10.9% | +20.6% | -9.6% | -2.3% |
| 1Y | +8.8% | +23.7% | -14.9% | -5.9% |
| 3Y | +262.1% | +47.8% | +214.3% | +175.8% |
| 5Y | +283.1% | +47.7% | +235.4% | +188.6% |
| All | +883.4% | +318.0% | +565.4% | +363.7% |
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