+102.6%
ADM vs FDS
+135.1%
-32.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.8% | -5.0% | -2.9% | -6.6% |
| 30D | -12.6% | +13.8% | -26.3% | -15.6% |
| 3M | -8.2% | +14.8% | -23.1% | -12.1% |
| 6M | -8.9% | +47.4% | -56.3% | -19.7% |
| YTD | +24.0% | +14.2% | +9.8% | +17.0% |
| 1Y | +26.2% | +26.6% | -0.5% | +14.6% |
| 3Y | +7.0% | -24.4% | +31.4% | +14.2% |
| 5Y | +24.9% | -22.6% | +47.5% | +29.6% |
| 10Y | +102.6% | +130.0% | -27.3% | +51.7% |
| All | +102.6% | +135.1% | -32.5% | +51.7% |
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