+126.6%
ADM vs FN
+700.1%
-573.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.3% | +10.0% | +3.4% |
| 7D | +4.2% | +0.3% | +3.9% | +4.0% |
| 30D | -12.8% | -16.5% | +3.7% | -11.9% |
| 3M | -8.5% | -42.1% | +33.6% | -4.5% |
| 6M | -10.9% | -52.9% | +42.0% | -5.8% |
| YTD | +29.4% | -28.0% | +57.4% | +28.2% |
| 1Y | +27.5% | -18.5% | +46.0% | +24.0% |
| 3Y | +10.3% | +93.9% | -83.5% | -11.5% |
| 5Y | +27.4% | +170.5% | -143.1% | -7.7% |
| All | +126.6% | +700.1% | -573.5% | +30.1% |
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