+948.3%
APH vs ADM
+127.5%
+820.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.1% | +0.7% | +10.4% | +10.9% |
| 30D | -7.3% | -14.7% | +7.4% | -2.8% |
| 3M | -6.2% | -10.4% | +4.3% | -3.5% |
| 6M | +24.9% | -10.9% | +35.9% | +28.0% |
| YTD | +18.4% | +26.0% | -7.6% | +6.7% |
| 1Y | +13.0% | +26.5% | -13.5% | +1.4% |
| 3Y | +276.4% | +8.2% | +268.2% | +244.7% |
| 5Y | +296.4% | +24.0% | +272.4% | +223.6% |
| All | +948.3% | +127.5% | +820.8% | +515.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling