+268.0%
APH vs ADP
+49.8%
+218.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.6% |
| 7D | -12.7% | +7.4% | -20.1% | -14.6% |
| 30D | -19.2% | +17.1% | -36.2% | -23.4% |
| 3M | -16.7% | +14.4% | -31.1% | -20.8% |
| 6M | +5.1% | +47.9% | -42.7% | -11.1% |
| YTD | +6.6% | +22.1% | -15.5% | -1.5% |
| 1Y | +3.9% | +21.8% | -17.9% | -4.2% |
| 3Y | +246.0% | +50.5% | +195.5% | +172.3% |
| 5Y | +268.0% | +49.6% | +218.4% | +183.7% |
| All | +268.0% | +49.8% | +218.2% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling