+158.6%
ADM vs FE
+115.1%
+43.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +3.8% | +1.9% | +1.8% | +3.0% |
| 30D | +9.8% | -1.2% | +10.9% | +10.2% |
| 3M | +2.1% | +3.5% | -1.4% | +0.6% |
| 6M | +27.5% | -6.1% | +33.6% | +30.1% |
| YTD | +50.2% | +7.6% | +42.6% | +45.4% |
| 1Y | +40.6% | +11.9% | +28.7% | +33.9% |
| 3Y | +17.2% | +48.4% | -31.2% | -0.8% |
| 5Y | +61.9% | +44.8% | +17.1% | +37.5% |
| All | +158.6% | +115.1% | +43.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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