+333.0%
APP vs ADM
+62.5%
+270.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | +0.9% | +3.8% | -2.9% | +1.0% |
| 30D | -23.3% | +9.8% | -33.0% | -23.0% |
| 3M | -42.6% | +2.1% | -44.8% | -42.6% |
| 6M | -33.6% | +27.5% | -61.1% | -33.1% |
| YTD | -52.4% | +50.2% | -102.6% | -52.0% |
| 1Y | -35.9% | +40.6% | -76.5% | -35.2% |
| 3Y | +642.2% | +17.2% | +625.0% | +669.3% |
| All | +333.0% | +62.5% | +270.4% | +363.1% |
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