+171.1%
ADM vs FANG
+182.5%
-11.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.5% | +2.9% | -0.4% | +1.9% |
| 30D | +9.5% | +2.6% | +6.8% | +8.9% |
| 3M | +10.6% | +7.6% | +3.0% | +8.8% |
| 6M | +24.0% | +17.3% | +6.7% | +19.8% |
| YTD | +54.0% | +38.7% | +15.3% | +43.5% |
| 1Y | +45.3% | +51.6% | -6.3% | +33.0% |
| 3Y | +21.8% | +50.0% | -28.2% | +9.9% |
| 5Y | +66.8% | +237.6% | -170.8% | +28.6% |
| All | +171.1% | +182.5% | -11.4% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling