+1,163.2%
ADM vs FLR
+603.8%
+559.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +3.8% | +5.4% | -1.7% | +2.5% |
| 30D | +9.8% | +11.4% | -1.6% | +6.2% |
| 3M | +2.1% | +11.4% | -9.3% | -1.7% |
| 6M | +27.5% | +16.6% | +10.9% | +20.3% |
| YTD | +50.2% | +41.7% | +8.5% | +34.8% |
| 1Y | +40.6% | +35.4% | +5.2% | +26.6% |
| 3Y | +17.2% | +57.3% | -40.1% | -4.0% |
| 5Y | +61.9% | +241.0% | -179.1% | +5.3% |
| 10Y | +159.3% | +16.6% | +142.6% | +85.4% |
| All | +1,163.2% | +603.8% | +559.4% | +575.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling