+27.0%
ADM vs FE
+6.2%
+20.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | -14.0% | +5.2% | -19.2% | -14.7% |
| 3M | -9.2% | 0.0% | -9.1% | -9.2% |
| 6M | -9.2% | +5.0% | -14.2% | -10.0% |
| YTD | +24.2% | +7.9% | +16.3% | +20.7% |
| 1Y | +27.0% | +6.3% | +20.6% | +23.9% |
| All | +27.0% | +6.2% | +20.8% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling