+270.9%
APH vs ADP
+46.4%
+224.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | +4.9% | +2.2% | +2.7% | +5.1% |
| 30D | -5.4% | +10.6% | -16.0% | -4.7% |
| 3M | -5.5% | +12.9% | -18.4% | -4.6% |
| 6M | +25.9% | +50.6% | -24.7% | +23.1% |
| YTD | +16.4% | +23.2% | -6.8% | +19.0% |
| 1Y | +16.5% | +25.3% | -8.8% | +18.2% |
| 3Y | +270.9% | +47.1% | +223.7% | +267.2% |
| All | +270.9% | +46.4% | +224.4% | +267.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling