+292.6%
APP vs ADM
+24.5%
+268.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +9.8% |
| 7D | +71.2% | -9.0% | +80.2% | +70.5% |
| 30D | +39.1% | -14.0% | +53.1% | +38.3% |
| 3M | +16.5% | -9.2% | +25.7% | +16.2% |
| 6M | -16.6% | -9.2% | -7.4% | -16.9% |
| YTD | -41.9% | +24.2% | -66.2% | -41.8% |
| 1Y | -37.0% | +27.0% | -64.0% | -36.9% |
| 3Y | +892.4% | +6.6% | +885.8% | +903.7% |
| All | +292.6% | +24.5% | +268.2% | +328.1% |
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