+303.8%
APH vs ADM
+21.9%
+281.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -5.0% | -1.8% | -3.2% | -4.8% |
| 30D | -8.4% | -13.3% | +4.9% | -6.9% |
| 3M | -4.5% | -13.4% | +8.9% | -3.1% |
| 6M | +25.3% | -9.6% | +34.9% | +26.0% |
| YTD | +18.9% | +23.0% | -4.1% | +13.3% |
| 1Y | +11.9% | +27.4% | -15.4% | +5.9% |
| 3Y | +278.0% | +5.7% | +272.3% | +266.2% |
| All | +303.8% | +21.9% | +281.9% | +263.2% |
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