+158.6%
ADM vs FN
+900.0%
-741.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.1% |
| 7D | +3.8% | -1.7% | +5.4% | +3.9% |
| 30D | +9.8% | -22.0% | +31.7% | +12.1% |
| 3M | +2.1% | -43.0% | +45.1% | +7.3% |
| 6M | +27.5% | -27.7% | +55.3% | +29.0% |
| YTD | +50.2% | -10.5% | +60.7% | +47.2% |
| 1Y | +40.6% | +12.5% | +28.1% | +32.6% |
| 3Y | +17.2% | +153.8% | -136.6% | -8.0% |
| 5Y | +61.9% | +288.0% | -226.1% | +12.5% |
| All | +158.6% | +900.0% | -741.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling