+162.4%
ADM vs APA
-0.7%
+163.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.5% |
| 7D | -0.1% | -1.7% | +1.6% | +0.2% |
| 30D | +11.0% | +15.7% | -4.7% | +8.1% |
| 3M | +6.0% | +16.5% | -10.4% | +2.9% |
| 6M | +26.9% | +35.1% | -8.2% | +19.4% |
| YTD | +50.0% | +82.2% | -32.2% | +33.4% |
| 1Y | +39.6% | +102.5% | -62.9% | +21.4% |
| 3Y | +18.5% | +10.3% | +8.2% | +11.4% |
| 5Y | +62.6% | +166.1% | -103.5% | +29.5% |
| 10Y | +162.4% | -4.9% | +167.3% | +105.7% |
| All | +162.4% | -0.7% | +163.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling