+137.0%
APO vs ADM
+64.4%
+72.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +3.9% | +11.0% | -7.2% | +1.1% |
| 3M | +3.8% | +6.0% | -2.2% | +2.0% |
| 6M | +22.3% | +26.9% | -4.6% | +14.0% |
| YTD | -7.8% | +50.0% | -57.8% | -18.4% |
| 1Y | -0.3% | +39.6% | -39.9% | -10.2% |
| 3Y | +57.1% | +18.5% | +38.6% | +47.3% |
| 5Y | +137.0% | +62.6% | +74.4% | +63.6% |
| All | +137.0% | +64.4% | +72.5% | +63.6% |
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