+1,581.9%
ADM vs FICO
+78,251.7%
-76,669.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.7% |
| 7D | -8.3% | +0.4% | -8.7% | -8.3% |
| 30D | -14.1% | +1.7% | -15.8% | -14.5% |
| 3M | -10.7% | -33.0% | +22.3% | -7.4% |
| 6M | -5.9% | -33.9% | +28.0% | -2.8% |
| YTD | +25.8% | -58.5% | +84.3% | +36.9% |
| 1Y | +21.3% | -56.4% | +77.6% | +31.0% |
| 3Y | +7.4% | -24.7% | +32.1% | +5.1% |
| 5Y | +27.0% | +83.1% | -56.1% | +7.5% |
| 10Y | +102.7% | +517.2% | -414.5% | +44.0% |
| All | +1,581.9% | +78,251.7% | -76,669.8% | +724.4% |
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