+26.3%
ADM vs APA
+71.7%
-45.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.3% |
| 7D | -9.0% | -15.5% | +6.5% | -5.4% |
| 30D | -14.0% | +2.4% | -16.4% | -14.7% |
| 3M | -9.2% | +22.8% | -31.9% | -13.9% |
| 6M | -9.2% | +17.9% | -27.1% | -13.4% |
| YTD | +24.2% | +87.7% | -63.5% | +4.8% |
| 1Y | +27.0% | +94.2% | -67.2% | +6.1% |
| 3Y | +6.6% | +27.2% | -20.6% | -4.9% |
| All | +26.3% | +71.7% | -45.3% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling