-26.4%
APP vs ADP
+26.1%
-52.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.3% | +3.7% |
| 7D | +4.6% | +2.2% | +2.4% | +3.8% |
| 30D | +56.0% | +10.6% | +45.5% | +50.5% |
| 3M | +30.8% | +12.9% | +17.9% | +25.0% |
| 6M | -9.8% | +50.6% | -60.4% | -27.1% |
| YTD | -39.3% | +23.2% | -62.5% | -53.5% |
| 1Y | -26.4% | +25.3% | -51.7% | -43.1% |
| All | -26.4% | +26.1% | -52.6% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling