+106.0%
ADM vs FE
+110.9%
-4.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -13.3% | +4.3% | -17.6% | -14.7% |
| 3M | -13.4% | +0.4% | -13.7% | -13.5% |
| 6M | -9.6% | +6.9% | -16.6% | -12.2% |
| YTD | +23.0% | +8.0% | +15.0% | +18.8% |
| 1Y | +27.4% | +4.8% | +22.5% | +24.4% |
| 3Y | +5.7% | +49.0% | -43.3% | -10.8% |
| 5Y | +22.1% | +46.2% | -24.1% | +3.2% |
| 10Y | +106.0% | +120.9% | -14.9% | +51.2% |
| All | +106.0% | +110.9% | -4.9% | +51.2% |
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