+45.7%
ADM vs APTV
-44.1%
+89.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | +0.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.0% |
| 30D | +8.7% | -7.9% | +16.6% | +8.8% |
| 3M | +7.6% | -29.9% | +37.5% | +8.4% |
| 6M | +26.9% | -36.6% | +63.5% | +31.0% |
| YTD | +54.3% | -40.0% | +94.2% | +60.1% |
| 1Y | +45.7% | -44.0% | +89.7% | +48.9% |
| All | +45.7% | -44.1% | +89.7% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling