+6.6%
ADM vs FGI
+1.5%
+5.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -9.0% | -7.0% | -2.1% | -9.0% |
| 30D | -14.0% | -4.2% | -9.7% | -14.0% |
| 3M | -9.2% | +55.6% | -64.8% | -10.0% |
| 6M | -9.2% | -3.2% | -6.0% | -9.7% |
| YTD | +24.2% | +29.1% | -4.9% | +22.5% |
| 1Y | +27.0% | +51.0% | -24.0% | +24.6% |
| 3Y | +6.6% | +1.5% | +5.1% | +3.0% |
| All | +6.6% | +1.5% | +5.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling