+1,804.4%
APO vs ADM
+260.6%
+1,543.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.0% | +3.8% | -4.8% | -2.8% |
| 30D | +3.5% | +9.8% | -6.3% | -1.0% |
| 3M | +4.5% | +2.1% | +2.4% | +2.9% |
| 6M | +22.8% | +27.5% | -4.7% | +7.9% |
| YTD | -6.5% | +50.2% | -56.7% | -24.3% |
| 1Y | +0.8% | +40.6% | -39.8% | -16.4% |
| 3Y | +62.0% | +17.2% | +44.7% | +40.5% |
| 5Y | +138.2% | +61.9% | +76.4% | +67.0% |
| 10Y | +940.3% | +159.3% | +781.0% | +433.1% |
| All | +1,804.4% | +260.6% | +1,543.8% | +608.3% |
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