+294.9%
APH vs ADP
+49.2%
+245.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | -8.0% | +11.9% | -19.9% | -11.5% |
| 3M | -5.0% | +13.7% | -18.7% | -9.5% |
| 6M | +29.9% | +46.8% | -16.9% | +10.2% |
| YTD | +18.0% | +21.8% | -3.8% | +9.1% |
| 1Y | +11.3% | +23.5% | -12.2% | +1.8% |
| 3Y | +274.9% | +44.1% | +230.9% | +203.5% |
| All | +294.9% | +49.2% | +245.7% | +205.4% |
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