-55.4%
APP vs ADM
+29.8%
-85.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.3% | +10.8% |
| 7D | +4.5% | -8.3% | +12.8% | +2.0% |
| 30D | -3.6% | -14.1% | +10.5% | -7.6% |
| 3M | -35.3% | -10.7% | -24.5% | -37.0% |
| 6M | -42.8% | -5.9% | -36.9% | -43.0% |
| YTD | -59.7% | +25.8% | -85.4% | -52.2% |
| 1Y | -55.4% | +21.3% | -76.6% | -47.8% |
| All | -55.4% | +29.8% | -85.2% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling