+99.7%
ADM vs APD
+185.9%
-86.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -9.0% | -3.7% | -5.4% | -7.6% |
| 30D | -14.0% | +9.6% | -23.6% | -17.1% |
| 3M | -9.2% | +1.6% | -10.8% | -9.9% |
| 6M | -9.2% | +2.2% | -11.3% | -10.4% |
| YTD | +24.2% | +25.9% | -1.6% | +11.9% |
| 1Y | +27.0% | +20.1% | +6.8% | +16.3% |
| 3Y | +6.6% | +12.4% | -5.8% | -2.6% |
| 5Y | +25.0% | +11.1% | +13.8% | +12.5% |
| All | +99.7% | +185.9% | -86.2% | +17.0% |
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