+633.1%
ADM vs FE
+566.1%
+67.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -7.5% | +0.6% | -8.1% | -7.7% |
| 30D | -14.3% | +6.4% | -20.7% | -16.4% |
| 3M | -8.6% | -0.5% | -8.1% | -8.5% |
| 6M | -9.9% | +4.7% | -14.6% | -11.8% |
| YTD | +25.1% | +8.4% | +16.7% | +20.5% |
| 1Y | +28.8% | +7.2% | +21.6% | +24.6% |
| 3Y | +6.9% | +44.9% | -38.0% | -9.3% |
| 5Y | +25.9% | +46.3% | -20.4% | +5.6% |
| 10Y | +101.7% | +110.3% | -8.6% | +38.2% |
| All | +633.1% | +566.1% | +67.0% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling