+1,908.9%
ADM vs FHN
+1,824.4%
+84.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.8% | +1.2% | +2.6% | +3.5% |
| 30D | +9.8% | -4.7% | +14.5% | +10.9% |
| 3M | +2.1% | +3.5% | -1.4% | +1.2% |
| 6M | +27.5% | +7.8% | +19.7% | +24.8% |
| YTD | +50.2% | +5.9% | +44.3% | +47.4% |
| 1Y | +40.6% | +12.5% | +28.1% | +35.3% |
| 3Y | +17.2% | +117.2% | -100.0% | -6.1% |
| 5Y | +61.9% | +86.5% | -24.7% | +28.0% |
| 10Y | +159.3% | +125.7% | +33.5% | +84.0% |
| All | +1,908.9% | +1,824.4% | +84.5% | +644.5% |
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