+1,545.4%
ADM vs FHN
+1,730.5%
-185.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | -13.3% | +2.1% | -15.3% | -13.7% |
| 3M | -13.4% | -6.0% | -7.4% | -12.2% |
| 6M | -9.6% | -2.9% | -6.7% | -9.2% |
| YTD | +23.0% | +0.7% | +22.3% | +22.1% |
| 1Y | +27.4% | +11.0% | +16.4% | +23.4% |
| 3Y | +5.7% | +130.3% | -124.6% | -16.5% |
| 5Y | +22.1% | +61.3% | -39.2% | +0.1% |
| 10Y | +106.0% | +89.6% | +16.4% | +52.4% |
| All | +1,545.4% | +1,730.5% | -185.1% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling