+61,451.9%
APH vs ADP
+6,865.1%
+54,586.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.0% | -44.8% | -46.4% |
| 7D | -48.7% | -2.5% | -46.2% | -47.4% |
| 30D | -51.9% | +2.8% | -54.7% | -52.1% |
| 3M | -43.6% | +20.9% | -64.5% | -48.6% |
| 6M | -37.5% | +29.9% | -67.4% | -45.5% |
| YTD | -38.6% | +9.6% | -48.3% | -42.2% |
| 1Y | -26.3% | -5.3% | -21.1% | -25.9% |
| 3Y | +89.2% | +16.5% | +72.7% | +69.8% |
| 5Y | +119.8% | +49.4% | +70.4% | +74.2% |
| 10Y | +454.3% | +282.2% | +172.1% | +176.0% |
| All | +61,451.9% | +6,865.1% | +54,586.9% | +11,235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling