+6.6%
ADM vs APD
+11.7%
-5.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -9.0% | -3.7% | -5.4% | -8.2% |
| 30D | -14.0% | +9.6% | -23.6% | -15.9% |
| 3M | -9.2% | +1.6% | -10.8% | -9.6% |
| 6M | -9.2% | +2.2% | -11.3% | -9.8% |
| YTD | +24.2% | +25.9% | -1.6% | +16.7% |
| 1Y | +27.0% | +20.1% | +6.8% | +20.5% |
| 3Y | +6.6% | +12.4% | -5.8% | 0.0% |
| All | +6.6% | +11.7% | -5.1% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling