+263.8%
ADM vs APTV
+143.1%
+120.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.8% | -4.3% | +2.4% | -0.9% |
| 30D | -13.3% | -9.7% | -3.6% | -11.3% |
| 3M | -13.4% | -20.6% | +7.2% | -8.9% |
| 6M | -9.6% | -31.7% | +22.1% | -2.9% |
| YTD | +23.0% | -48.0% | +71.0% | +40.0% |
| 1Y | +27.4% | -52.1% | +79.4% | +47.8% |
| 3Y | +5.7% | -47.9% | +53.6% | +16.1% |
| 5Y | +22.1% | -76.9% | +99.0% | +60.7% |
| 10Y | +106.0% | -26.7% | +132.7% | +75.2% |
| All | +263.8% | +143.1% | +120.7% | +104.7% |
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