+102.6%
ADM vs APD
+192.6%
-89.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.0% |
| 7D | -7.8% | -1.6% | -6.3% | -7.3% |
| 30D | -12.6% | +10.6% | -23.2% | -16.1% |
| 3M | -8.2% | +2.5% | -10.8% | -9.3% |
| 6M | -8.9% | +6.0% | -14.9% | -11.5% |
| YTD | +24.0% | +28.4% | -4.5% | +10.8% |
| 1Y | +26.2% | +22.2% | +4.0% | +14.8% |
| 3Y | +7.0% | +26.6% | -19.6% | -6.9% |
| 5Y | +24.9% | +11.8% | +13.1% | +12.3% |
| 10Y | +102.6% | +187.8% | -85.1% | +16.8% |
| All | +102.6% | +192.6% | -89.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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