+67.1%
ADM vs FLR
+245.1%
-178.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.8% |
| 7D | +1.4% | -3.1% | +4.5% | +1.8% |
| 30D | +8.2% | +4.9% | +3.3% | +7.4% |
| 3M | +8.7% | +10.8% | -2.1% | +6.4% |
| 6M | +29.1% | +19.7% | +9.4% | +24.1% |
| YTD | +53.7% | +38.4% | +15.3% | +44.0% |
| 1Y | +43.2% | +34.7% | +8.6% | +34.1% |
| 3Y | +21.4% | +56.7% | -35.2% | +3.1% |
| 5Y | +67.1% | +241.6% | -174.5% | +18.9% |
| All | +67.1% | +245.1% | -178.0% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling