+176.6%
ADM vs APTV
-21.3%
+197.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +3.0% |
| 7D | +1.4% | -1.2% | +2.5% | +1.5% |
| 30D | +8.2% | -10.6% | +18.9% | +10.6% |
| 3M | +8.7% | -35.0% | +43.7% | +18.0% |
| 6M | +29.1% | -38.9% | +68.0% | +41.0% |
| YTD | +53.7% | -41.5% | +95.2% | +68.9% |
| 1Y | +43.2% | -45.8% | +89.0% | +59.8% |
| 3Y | +21.4% | -55.7% | +77.1% | +38.1% |
| 5Y | +67.1% | -70.1% | +137.2% | +102.4% |
| 10Y | +176.6% | -19.1% | +195.7% | +143.8% |
| All | +176.6% | -21.3% | +197.9% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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