+26.3%
ADM vs FE
+42.2%
-15.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -9.0% | -1.0% | -8.0% | -8.6% |
| 30D | -14.0% | +4.1% | -18.1% | -15.4% |
| 3M | -9.2% | -1.0% | -8.1% | -8.9% |
| 6M | -9.2% | +4.0% | -13.2% | -11.0% |
| YTD | +24.2% | +6.8% | +17.4% | +20.0% |
| 1Y | +27.0% | +5.3% | +21.7% | +23.3% |
| 3Y | +6.6% | +44.6% | -38.0% | -12.1% |
| All | +26.3% | +42.2% | -15.9% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling