+18.9%
ADM vs FGI
-66.3%
+85.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | 0.0% |
| 7D | +0.7% | +13.5% | -12.8% | +0.5% |
| 30D | -14.7% | +17.1% | -31.8% | -14.9% |
| 3M | -10.4% | +78.0% | -88.4% | -11.9% |
| 6M | -10.9% | +46.4% | -57.4% | -12.3% |
| YTD | +26.0% | +47.7% | -21.7% | +22.9% |
| 1Y | +26.5% | +56.8% | -30.3% | +22.7% |
| 3Y | +8.2% | +12.3% | -4.0% | +3.4% |
| All | +18.9% | -66.3% | +85.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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