+310.3%
APH vs ADP
+48.1%
+262.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | -7.5% | +11.5% | -19.0% | -11.0% |
| 3M | -4.4% | +12.0% | -16.5% | -8.6% |
| 6M | +26.5% | +43.8% | -17.3% | +8.0% |
| YTD | +20.0% | +20.1% | 0.0% | +11.4% |
| 1Y | +16.9% | +22.3% | -5.4% | +7.0% |
| 3Y | +288.5% | +43.3% | +245.2% | +213.8% |
| 5Y | +310.3% | +47.3% | +262.9% | +216.9% |
| All | +310.3% | +48.1% | +262.2% | +216.9% |
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