+272.6%
ADM vs APTV
+138.4%
+134.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +0.7% | -5.0% | +5.7% | +1.9% |
| 30D | -14.7% | -12.3% | -2.4% | -12.2% |
| 3M | -10.4% | -19.9% | +9.5% | -6.0% |
| 6M | -10.9% | -29.4% | +18.4% | -5.1% |
| YTD | +26.0% | -49.0% | +75.0% | +44.0% |
| 1Y | +26.5% | -53.1% | +79.6% | +47.5% |
| 3Y | +8.2% | -48.9% | +57.1% | +19.4% |
| 5Y | +24.0% | -77.2% | +101.2% | +63.7% |
| 10Y | +128.4% | -26.8% | +155.1% | +93.8% |
| All | +272.6% | +138.4% | +134.2% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling