+99.7%
ADM vs FE
+107.4%
-7.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | -14.0% | +5.2% | -19.2% | -15.6% |
| 3M | -9.2% | 0.0% | -9.1% | -9.3% |
| 6M | -9.2% | +5.0% | -14.2% | -11.2% |
| YTD | +24.2% | +7.9% | +16.3% | +20.0% |
| 1Y | +27.0% | +6.3% | +20.6% | +23.3% |
| 3Y | +6.6% | +46.0% | -39.4% | -9.4% |
| 5Y | +25.0% | +45.6% | -20.7% | +5.7% |
| All | +99.7% | +107.4% | -7.7% | +49.4% |
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