+41.8%
ADM vs FGI
-70.4%
+112.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | +0.2% |
| 7D | +3.8% | +0.5% | +3.2% | +3.7% |
| 30D | +9.8% | +65.4% | -55.6% | +8.1% |
| 3M | +2.1% | +23.5% | -21.4% | +1.0% |
| 6M | +27.5% | +60.5% | -33.0% | +24.2% |
| YTD | +50.2% | +30.0% | +20.2% | +46.9% |
| 1Y | +40.6% | +82.1% | -41.5% | +34.2% |
| 3Y | +17.2% | -4.4% | +21.6% | +12.4% |
| All | +41.8% | -70.4% | +112.1% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling