+102.6%
ADM vs FHN
+106.3%
-3.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | -7.8% | -0.5% | -7.4% | -7.7% |
| 30D | -12.6% | +1.9% | -14.5% | -13.1% |
| 3M | -8.2% | -6.9% | -1.3% | -6.6% |
| 6M | -8.9% | -3.1% | -5.8% | -8.5% |
| YTD | +24.0% | +0.6% | +23.4% | +23.0% |
| 1Y | +26.2% | +12.4% | +13.8% | +21.3% |
| 3Y | +7.0% | +133.7% | -126.7% | -19.1% |
| 5Y | +24.9% | +61.4% | -36.5% | -1.8% |
| 10Y | +102.6% | +97.9% | +4.8% | +42.4% |
| All | +102.6% | +106.3% | -3.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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