+61,451.9%
APH vs ADM
+1,383.8%
+60,068.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.1% | -51.9% | -48.9% |
| 7D | -48.7% | +7.0% | -55.7% | -50.2% |
| 30D | -51.9% | +9.8% | -61.7% | -53.8% |
| 3M | -43.6% | +2.1% | -45.7% | -44.7% |
| 6M | -37.5% | +27.5% | -65.0% | -42.9% |
| YTD | -38.6% | +50.2% | -88.8% | -46.5% |
| 1Y | -26.3% | +40.6% | -66.9% | -34.9% |
| 3Y | +89.2% | +17.2% | +72.0% | +71.1% |
| 5Y | +119.8% | +61.9% | +57.9% | +77.8% |
| 10Y | +454.3% | +159.3% | +295.0% | +285.0% |
| All | +61,451.9% | +1,383.8% | +60,068.2% | +29,322.4% |
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