+1,558.2%
ADM vs APA
+858.7%
+699.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -7.8% | -8.7% | +0.9% | -6.1% |
| 30D | -12.6% | -2.4% | -10.2% | -12.3% |
| 3M | -8.2% | +19.0% | -27.2% | -11.7% |
| 6M | -8.9% | +26.8% | -35.7% | -13.8% |
| YTD | +24.0% | +87.3% | -63.4% | +7.5% |
| 1Y | +26.2% | +92.3% | -66.1% | +8.6% |
| 3Y | +7.0% | +37.3% | -30.3% | -4.5% |
| 5Y | +24.9% | +73.2% | -48.3% | +2.6% |
| 10Y | +102.6% | -0.9% | +103.5% | +51.8% |
| All | +1,558.2% | +858.7% | +699.5% | +860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling