-37.5%
APH vs ADM
+25.5%
-63.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.1% | -51.9% | -45.1% |
| 7D | -48.7% | +7.0% | -55.7% | -45.7% |
| 30D | -51.9% | +9.8% | -61.7% | -48.8% |
| 3M | -43.6% | +2.1% | -45.7% | -40.5% |
| 6M | -37.5% | +27.5% | -65.0% | -32.2% |
| All | -37.5% | +25.5% | -63.0% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling