+446.2%
APP vs ADP
+80.0%
+366.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.2% | +29.9% | +30.1% |
| 7D | +39.7% | +7.4% | +32.3% | +32.3% |
| 30D | +27.7% | +17.1% | +10.7% | +12.5% |
| 3M | -14.8% | +14.4% | -29.2% | -23.9% |
| 6M | -25.5% | +47.9% | -73.4% | -47.6% |
| YTD | -47.2% | +22.1% | -69.2% | -56.1% |
| 1Y | -42.3% | +21.8% | -64.1% | -52.3% |
| 3Y | +806.8% | +50.5% | +756.3% | +513.0% |
| 5Y | +261.6% | +49.6% | +212.1% | +149.2% |
| All | +446.2% | +80.0% | +366.2% | +259.2% |
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