+10.3%
ADM vs APA
+45.9%
-35.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.4% |
| 7D | +4.2% | +8.5% | -4.3% | +2.3% |
| 30D | -12.8% | +2.8% | -15.6% | -13.5% |
| 3M | -8.5% | +21.7% | -30.2% | -12.7% |
| 6M | -10.9% | +32.6% | -43.5% | -17.0% |
| YTD | +29.4% | +103.7% | -74.3% | +8.6% |
| 1Y | +27.5% | +101.8% | -74.3% | +7.1% |
| 3Y | +10.3% | +48.1% | -37.7% | -4.3% |
| All | +10.3% | +45.9% | -35.6% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling