+18.5%
ADM vs FLR
+60.4%
-41.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.1% | +0.7% | -0.7% | -0.1% |
| 30D | +11.0% | -0.7% | +11.7% | +11.0% |
| 3M | +6.0% | +14.3% | -8.3% | +4.7% |
| 6M | +26.9% | +25.6% | +1.3% | +24.0% |
| YTD | +50.0% | +42.9% | +7.1% | +44.7% |
| 1Y | +39.6% | +38.7% | +0.9% | +34.6% |
| 3Y | +18.5% | +61.8% | -43.2% | +4.2% |
| All | +18.5% | +60.4% | -41.9% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling