+391.7%
APP vs ADP
+61.7%
+330.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.9% |
| 7D | +0.9% | -3.4% | +4.3% | +3.6% |
| 30D | -23.3% | +2.8% | -26.1% | -25.3% |
| 3M | -42.6% | +20.9% | -63.6% | -52.0% |
| 6M | -33.6% | +29.9% | -63.5% | -48.3% |
| YTD | -52.4% | +9.6% | -62.1% | -56.9% |
| 1Y | -35.9% | -5.3% | -30.6% | -34.1% |
| 3Y | +642.2% | +16.5% | +625.7% | +533.1% |
| 5Y | +311.1% | +49.4% | +261.7% | +202.4% |
| All | +391.7% | +61.7% | +330.0% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling