+934.7%
ADM vs FLR
+532.1%
+402.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.8% | +5.1% | -6.9% | -3.1% |
| 30D | -13.3% | -0.5% | -12.8% | -13.5% |
| 3M | -13.4% | -3.5% | -9.9% | -13.2% |
| 6M | -9.6% | +16.5% | -26.1% | -14.4% |
| YTD | +23.0% | +27.3% | -4.2% | +12.6% |
| 1Y | +27.4% | +10.6% | +16.7% | +20.3% |
| 3Y | +5.7% | +39.4% | -33.7% | -11.2% |
| 5Y | +22.1% | +126.4% | -104.3% | -12.0% |
| 10Y | +106.0% | +8.4% | +97.6% | +49.7% |
| All | +934.7% | +532.1% | +402.5% | +464.4% |
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