+45.7%
ADM vs FLR
+30.6%
+15.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.4% |
| 7D | +3.0% | -6.9% | +9.9% | +3.1% |
| 30D | +8.7% | +1.1% | +7.6% | +8.7% |
| 3M | +7.6% | +14.3% | -6.7% | +6.9% |
| 6M | +26.9% | +19.1% | +7.8% | +25.7% |
| YTD | +54.3% | +35.1% | +19.2% | +52.5% |
| 1Y | +45.7% | +29.5% | +16.2% | +44.4% |
| All | +45.7% | +30.6% | +15.0% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling