+114,578.9%
APH vs ADM
+1,135.8%
+113,443.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -12.7% | -7.5% | -5.2% | -11.0% |
| 30D | -19.2% | -14.3% | -4.9% | -15.9% |
| 3M | -16.7% | -8.6% | -8.1% | -15.1% |
| 6M | +5.1% | -9.9% | +15.0% | +7.1% |
| YTD | +6.6% | +25.1% | -18.5% | -1.6% |
| 1Y | +3.9% | +28.8% | -25.0% | -5.1% |
| 3Y | +246.0% | +6.9% | +239.2% | +222.5% |
| 5Y | +268.0% | +25.9% | +242.1% | +222.0% |
| 10Y | +868.2% | +101.7% | +766.5% | +626.3% |
| All | +114,578.9% | +1,135.8% | +113,443.1% | +57,947.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling