+252.4%
APP vs ADM
+24.7%
+227.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +2.5% |
| 7D | +48.9% | +0.1% | +48.8% | +49.0% |
| 30D | +49.4% | -11.8% | +61.2% | +48.7% |
| 3M | +27.0% | -11.3% | +38.3% | +26.4% |
| 6M | -15.4% | -10.0% | -5.4% | -15.7% |
| YTD | -39.9% | +25.9% | -65.8% | -39.6% |
| 1Y | -32.0% | +26.7% | -58.6% | -31.6% |
| 3Y | +824.3% | +8.1% | +816.2% | +835.7% |
| 5Y | +252.4% | +23.5% | +228.9% | +301.3% |
| All | +252.4% | +24.7% | +227.7% | +301.3% |
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 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