+64.2%
ADM vs FDS
-17.4%
+81.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.7% |
| 7D | +3.8% | -1.9% | +5.7% | +4.0% |
| 30D | +9.8% | +9.0% | +0.7% | +8.3% |
| 3M | +2.1% | +18.9% | -16.7% | -0.8% |
| 6M | +27.5% | +35.1% | -7.6% | +20.9% |
| YTD | +50.2% | +5.5% | +44.7% | +49.3% |
| 1Y | +40.6% | -16.8% | +57.4% | +47.4% |
| 3Y | +17.2% | -28.1% | +45.3% | +26.1% |
| All | +64.2% | -17.4% | +81.6% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling