+344.2%
ADM vs APTV
+194.6%
+149.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.4% |
| 7D | +3.8% | +4.8% | -1.0% | +2.6% |
| 30D | +9.8% | +2.0% | +7.8% | +9.0% |
| 3M | +2.1% | -34.2% | +36.4% | +11.6% |
| 6M | +27.5% | -34.7% | +62.2% | +38.3% |
| YTD | +50.2% | -37.0% | +87.2% | +63.9% |
| 1Y | +40.6% | -40.4% | +81.0% | +55.0% |
| 3Y | +17.2% | -54.1% | +71.3% | +33.9% |
| 5Y | +61.9% | -68.0% | +129.9% | +96.0% |
| 10Y | +159.3% | -15.5% | +174.8% | +114.8% |
| All | +344.2% | +194.6% | +149.6% | +139.6% |
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