+874.2%
ADM vs FDS
+10,549.7%
-9,675.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.8% |
| 7D | +0.1% | -2.1% | +2.2% | +0.6% |
| 30D | -11.8% | +16.0% | -27.8% | -14.6% |
| 3M | -11.3% | +18.8% | -30.1% | -14.9% |
| 6M | -10.0% | +54.1% | -64.1% | -19.1% |
| YTD | +25.9% | +17.0% | +8.9% | +18.9% |
| 1Y | +26.7% | +25.5% | +1.1% | +17.5% |
| 3Y | +8.1% | -23.3% | +31.5% | +10.7% |
| 5Y | +23.5% | -22.6% | +46.1% | +25.0% |
| 10Y | +128.2% | +130.2% | -2.0% | +81.2% |
| All | +874.2% | +10,549.7% | -9,675.5% | +411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling