+528.8%
APP vs ADP
+77.0%
+451.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.1% |
| 7D | +79.2% | +1.1% | +78.1% | +78.0% |
| 30D | +48.0% | +11.5% | +36.5% | +35.3% |
| 3M | +18.2% | +12.0% | +6.2% | +7.5% |
| 6M | -12.5% | +43.8% | -56.3% | -37.2% |
| YTD | -39.2% | +20.1% | -59.2% | -48.9% |
| 1Y | -33.9% | +22.3% | -56.2% | -45.7% |
| 3Y | +933.3% | +43.3% | +890.0% | +629.9% |
| 5Y | +295.9% | +47.3% | +248.5% | +176.0% |
| All | +528.8% | +77.0% | +451.8% | +318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling