+803.3%
APP vs ADP
+50.4%
+752.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.2% | +29.9% | +30.4% |
| 7D | +39.7% | +7.4% | +32.3% | +34.5% |
| 30D | +27.7% | +17.1% | +10.7% | +16.7% |
| 3M | -14.8% | +14.4% | -29.2% | -21.3% |
| 6M | -25.5% | +47.9% | -73.4% | -43.1% |
| YTD | -47.2% | +22.1% | -69.2% | -54.0% |
| 1Y | -42.3% | +21.8% | -64.1% | -49.9% |
| All | +803.3% | +50.4% | +752.9% | +619.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling