+295.9%
APP vs ADP
+48.1%
+247.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.1% |
| 7D | +79.2% | +1.1% | +78.1% | +77.9% |
| 30D | +48.0% | +11.5% | +36.5% | +34.7% |
| 3M | +18.2% | +12.0% | +6.2% | +7.0% |
| 6M | -12.5% | +43.8% | -56.3% | -38.3% |
| YTD | -39.2% | +20.1% | -59.2% | -49.3% |
| 1Y | -33.9% | +22.3% | -56.2% | -46.2% |
| 3Y | +933.3% | +43.3% | +890.0% | +608.5% |
| 5Y | +295.9% | +47.3% | +248.5% | +161.6% |
| All | +295.9% | +48.1% | +247.8% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling