+128.2%
ADM vs FE
+120.9%
+7.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -11.8% | +3.6% | -15.4% | -13.0% |
| 3M | -11.3% | +0.3% | -11.6% | -11.5% |
| 6M | -10.0% | +6.4% | -16.4% | -12.4% |
| YTD | +25.9% | +8.1% | +17.8% | +21.6% |
| 1Y | +26.7% | +4.6% | +22.1% | +23.8% |
| 3Y | +8.1% | +49.1% | -41.0% | -8.7% |
| 5Y | +23.5% | +46.1% | -22.6% | +4.5% |
| 10Y | +128.2% | +122.7% | +5.5% | +68.3% |
| All | +128.2% | +120.9% | +7.3% | +68.3% |
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