+11.3%
APH vs ADM
+29.5%
-18.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -8.0% | -11.8% | +3.8% | -9.0% |
| 3M | -5.0% | -11.3% | +6.3% | -6.0% |
| 6M | +29.9% | -10.0% | +39.9% | +28.6% |
| YTD | +18.0% | +25.9% | -7.9% | +13.6% |
| 1Y | +11.3% | +26.7% | -15.3% | +7.9% |
| All | +11.3% | +29.5% | -18.2% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling