+1,561.3%
ADM vs FHN
+1,690.1%
-128.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -9.0% | -1.0% | -8.0% | -8.8% |
| 30D | -14.0% | +0.2% | -14.2% | -14.0% |
| 3M | -9.2% | -9.0% | -0.2% | -7.2% |
| 6M | -9.2% | -6.8% | -2.3% | -7.9% |
| YTD | +24.2% | -1.5% | +25.7% | +23.9% |
| 1Y | +27.0% | +10.9% | +16.0% | +23.0% |
| 3Y | +6.6% | +119.4% | -112.8% | -14.8% |
| 5Y | +25.0% | +57.5% | -32.6% | +3.0% |
| 10Y | +100.2% | +114.1% | -13.9% | +43.9% |
| All | +1,561.3% | +1,690.1% | -128.8% | +526.1% |
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