+18.5%
ADM vs APTV
-54.7%
+73.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.3% |
| 7D | -0.1% | +2.0% | -2.0% | -0.3% |
| 30D | +11.0% | -7.7% | +18.7% | +11.8% |
| 3M | +6.0% | -34.0% | +40.0% | +10.5% |
| 6M | +26.9% | -37.1% | +64.0% | +33.2% |
| YTD | +50.0% | -39.9% | +89.9% | +58.2% |
| 1Y | +39.6% | -44.4% | +84.0% | +48.6% |
| 3Y | +18.5% | -54.5% | +73.0% | +26.0% |
| All | +18.5% | -54.7% | +73.2% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling