+28.4%
ADM vs APD
+21.8%
+6.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -7.8% | -1.6% | -6.3% | -7.5% |
| 30D | -12.6% | +10.6% | -23.2% | -14.5% |
| 3M | -8.2% | +2.5% | -10.8% | -8.8% |
| 6M | -8.9% | +6.0% | -14.9% | -9.9% |
| YTD | +24.0% | +28.4% | -4.5% | +17.0% |
| All | +28.4% | +21.8% | +6.6% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling