+1,573.2%
ADM vs FICO
+78,963.7%
-77,390.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -7.5% | -0.3% | -7.3% | -7.5% |
| 30D | -14.3% | +1.7% | -16.0% | -14.7% |
| 3M | -8.6% | -35.2% | +26.6% | -4.7% |
| 6M | -9.9% | -33.7% | +23.8% | -7.0% |
| YTD | +25.1% | -58.2% | +83.3% | +36.0% |
| 1Y | +28.8% | -56.6% | +85.4% | +39.3% |
| 3Y | +6.9% | -24.0% | +30.8% | +4.4% |
| 5Y | +25.9% | +86.1% | -60.2% | +6.3% |
| 10Y | +101.7% | +522.8% | -421.1% | +43.1% |
| All | +1,573.2% | +78,963.7% | -77,390.5% | +719.2% |
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