+126.6%
ADM vs FICO
+527.0%
-400.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +4.2% | +2.2% | +2.0% | +3.8% |
| 30D | -12.8% | +0.1% | -12.9% | -13.1% |
| 3M | -8.5% | -35.2% | +26.7% | -3.9% |
| 6M | -10.9% | -32.4% | +21.4% | -8.0% |
| YTD | +29.4% | -57.4% | +86.8% | +43.4% |
| 1Y | +27.5% | -58.5% | +86.1% | +41.9% |
| 3Y | +10.3% | -28.9% | +39.2% | +4.3% |
| 5Y | +27.4% | +91.7% | -64.3% | -10.6% |
| All | +126.6% | +527.0% | -400.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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