+959.6%
ADM vs FLR
+520.6%
+439.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.6% |
| 7D | +0.7% | +10.1% | -9.4% | -1.6% |
| 30D | -14.7% | -0.5% | -14.2% | -15.0% |
| 3M | -10.4% | -4.8% | -5.6% | -10.0% |
| 6M | -10.9% | +10.7% | -21.7% | -14.7% |
| YTD | +26.0% | +25.0% | +1.0% | +15.8% |
| 1Y | +26.5% | +8.3% | +18.2% | +20.0% |
| 3Y | +8.2% | +36.8% | -28.6% | -8.7% |
| 5Y | +24.0% | +121.8% | -97.8% | -10.2% |
| 10Y | +128.4% | +9.2% | +119.2% | +65.1% |
| All | +959.6% | +520.6% | +439.0% | +480.4% |
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 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