+27.4%
ADM vs FN
-24.2%
+51.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.9% |
| 7D | -1.8% | -4.1% | +2.2% | -1.9% |
| 30D | -13.3% | -28.3% | +15.1% | -12.9% |
| 3M | -13.4% | -33.9% | +20.5% | -12.9% |
| 6M | -9.6% | -43.9% | +34.3% | -9.0% |
| YTD | +23.0% | -23.4% | +46.5% | +23.4% |
| 1Y | +27.4% | -25.4% | +52.8% | +28.8% |
| All | +27.4% | -24.2% | +51.6% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling