+520.8%
APP vs ADP
+79.5%
+441.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | +48.9% | +0.9% | +48.0% | +48.0% |
| 30D | +49.4% | +11.9% | +37.5% | +36.3% |
| 3M | +27.0% | +13.7% | +13.3% | +14.1% |
| 6M | -15.4% | +46.8% | -62.2% | -40.2% |
| YTD | -39.9% | +21.8% | -61.7% | -50.1% |
| 1Y | -32.0% | +23.5% | -55.5% | -44.5% |
| 3Y | +824.3% | +44.1% | +780.3% | +550.7% |
| 5Y | +252.4% | +49.9% | +202.6% | +143.0% |
| All | +520.8% | +79.5% | +441.3% | +308.5% |
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