+6.6%
ADM vs FICO
-24.3%
+30.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -9.0% | -0.9% | -8.1% | -9.0% |
| 30D | -14.0% | +3.3% | -17.3% | -14.0% |
| 3M | -9.2% | -31.7% | +22.6% | -9.1% |
| 6M | -9.2% | -34.0% | +24.8% | -9.2% |
| YTD | +24.2% | -58.3% | +82.5% | +25.7% |
| 1Y | +27.0% | -57.9% | +84.9% | +28.5% |
| 3Y | +6.6% | -24.1% | +30.7% | +4.1% |
| All | +6.6% | -24.3% | +30.9% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling