+1,908.9%
ADM vs FICO
+104,095.6%
-102,186.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +2.4% |
| 7D | +3.8% | -19.2% | +22.9% | +6.4% |
| 30D | +9.8% | -14.6% | +24.3% | +11.5% |
| 3M | +2.1% | -20.1% | +22.2% | +4.2% |
| 6M | +27.5% | -36.3% | +63.8% | +32.9% |
| YTD | +50.2% | -44.9% | +95.1% | +59.2% |
| 1Y | +40.6% | -38.6% | +79.2% | +46.1% |
| 3Y | +17.2% | +4.0% | +13.2% | +11.0% |
| 5Y | +61.9% | +99.5% | -37.6% | +37.1% |
| 10Y | +159.3% | +604.7% | -445.4% | +82.6% |
| All | +1,908.9% | +104,095.6% | -102,186.7% | +858.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling