+5.1%
APH vs ADM
-6.4%
+11.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.5% |
| 7D | -12.7% | -7.5% | -5.2% | -14.6% |
| 30D | -19.2% | -14.3% | -4.9% | -22.1% |
| 3M | -16.7% | -8.6% | -8.1% | -18.4% |
| 6M | +5.1% | -9.9% | +15.0% | +5.3% |
| All | +5.1% | -6.4% | +11.5% | +5.3% |
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 · 6 months rolling