+282.2%
APH vs ADM
+24.5%
+257.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | -5.9% | -9.0% | +3.1% | -4.9% |
| 30D | -14.8% | -14.0% | -0.8% | -13.3% |
| 3M | -12.4% | -9.2% | -3.3% | -11.7% |
| 6M | +8.1% | -9.2% | +17.2% | +8.7% |
| YTD | +10.9% | +24.2% | -13.3% | +5.6% |
| 1Y | +8.8% | +27.0% | -18.2% | +3.0% |
| 3Y | +262.1% | +6.6% | +255.5% | +250.5% |
| All | +282.2% | +24.5% | +257.7% | +236.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling