+892.4%
APP vs ADP
+48.5%
+843.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +10.5% |
| 7D | +71.2% | +3.2% | +68.0% | +68.6% |
| 30D | +39.1% | +14.9% | +24.2% | +28.3% |
| 3M | +16.5% | +11.6% | +4.9% | +9.3% |
| 6M | -16.6% | +48.5% | -65.0% | -36.6% |
| YTD | -41.9% | +20.6% | -62.5% | -49.2% |
| 1Y | -37.0% | +23.7% | -60.7% | -46.2% |
| 3Y | +892.4% | +47.8% | +844.6% | +695.1% |
| All | +892.4% | +48.5% | +843.9% | +695.1% |
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 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