+171.1%
ADM vs FDS
+64.8%
+106.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +2.5% | -14.0% | +16.5% | +6.4% |
| 30D | +9.5% | -6.2% | +15.7% | +10.8% |
| 3M | +10.6% | +10.2% | +0.4% | +6.2% |
| 6M | +24.0% | +27.4% | -3.4% | +12.8% |
| YTD | +54.0% | -9.3% | +63.2% | +54.7% |
| 1Y | +45.3% | -28.6% | +74.0% | +57.5% |
| 3Y | +21.8% | -36.8% | +58.6% | +35.5% |
| 5Y | +66.8% | -28.6% | +95.4% | +73.0% |
| All | +171.1% | +64.8% | +106.3% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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