+99.7%
ADM vs FN
+753.0%
-653.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -1.8% |
| 7D | -9.0% | 0.0% | -9.0% | -9.4% |
| 30D | -14.0% | -34.3% | +20.3% | -10.9% |
| 3M | -9.2% | -39.9% | +30.7% | -5.7% |
| 6M | -9.2% | -51.8% | +42.7% | -4.2% |
| YTD | +24.2% | -28.1% | +52.4% | +23.2% |
| 1Y | +27.0% | -29.1% | +56.0% | +25.6% |
| 3Y | +6.6% | +102.4% | -95.8% | -14.9% |
| 5Y | +25.0% | +171.7% | -146.7% | -9.1% |
| All | +99.7% | +753.0% | -653.3% | +17.1% |
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