+285.2%
APH vs ADP
+49.5%
+235.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +4.9% | +2.2% | +2.7% | +4.3% |
| 30D | -5.4% | +10.6% | -16.0% | -8.6% |
| 3M | -5.5% | +12.9% | -18.4% | -9.6% |
| 6M | +25.9% | +50.6% | -24.7% | +5.7% |
| YTD | +16.4% | +23.2% | -6.8% | +7.2% |
| 1Y | +16.5% | +25.3% | -8.8% | +6.0% |
| 3Y | +270.9% | +47.1% | +223.7% | +197.4% |
| All | +285.2% | +49.5% | +235.7% | +199.4% |
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 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