+126.6%
ADM vs FDS
+127.7%
-1.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +4.2% | +1.5% | +2.7% | +3.8% |
| 30D | -12.8% | +14.8% | -27.7% | -16.0% |
| 3M | -8.5% | +16.3% | -24.8% | -12.6% |
| 6M | -10.9% | +66.2% | -77.1% | -24.1% |
| YTD | +29.4% | +16.2% | +13.2% | +21.5% |
| 1Y | +27.5% | +21.8% | +5.7% | +17.5% |
| 3Y | +10.3% | -23.9% | +34.2% | +17.8% |
| 5Y | +27.4% | -23.1% | +50.5% | +32.9% |
| All | +126.6% | +127.7% | -1.0% | +60.1% |
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