-15.4%
APP vs ADM
-8.0%
-7.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +2.9% |
| 7D | +48.9% | +0.1% | +48.8% | +49.0% |
| 30D | +49.4% | -11.8% | +61.2% | +46.5% |
| 3M | +27.0% | -11.3% | +38.3% | +24.8% |
| 6M | -15.4% | -10.0% | -5.4% | -16.6% |
| All | -15.4% | -8.0% | -7.4% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling