+43.2%
ADM vs APD
+5.1%
+38.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.6% |
| 7D | +1.4% | -4.6% | +6.0% | +2.3% |
| 30D | +8.2% | -4.2% | +12.4% | +9.0% |
| 3M | +8.7% | +5.0% | +3.7% | +7.5% |
| 6M | +29.1% | +8.9% | +20.1% | +27.3% |
| YTD | +53.7% | +21.9% | +31.8% | +48.3% |
| 1Y | +43.2% | +5.6% | +37.7% | +33.9% |
| All | +43.2% | +5.1% | +38.1% | +33.9% |
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