+500.0%
APP vs ADP
+77.8%
+422.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +10.8% |
| 7D | +71.2% | +3.2% | +68.0% | +67.4% |
| 30D | +39.1% | +14.9% | +24.2% | +24.1% |
| 3M | +16.5% | +11.6% | +4.9% | +6.3% |
| 6M | -16.6% | +48.5% | -65.0% | -41.6% |
| YTD | -41.9% | +20.6% | -62.5% | -51.4% |
| 1Y | -37.0% | +23.7% | -60.7% | -48.8% |
| 3Y | +892.4% | +47.8% | +844.6% | +580.5% |
| 5Y | +297.3% | +47.7% | +249.6% | +176.1% |
| All | +500.0% | +77.8% | +422.3% | +298.1% |
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 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