+18.6%
ADM vs FN
+158.4%
-139.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | +0.2% |
| 7D | +3.8% | -1.7% | +5.4% | +3.8% |
| 30D | +9.8% | -22.0% | +31.7% | +10.1% |
| 3M | +2.1% | -43.0% | +45.1% | +2.8% |
| 6M | +27.5% | -27.7% | +55.3% | +27.6% |
| YTD | +50.2% | -10.5% | +60.7% | +49.7% |
| 1Y | +40.6% | +12.5% | +28.1% | +39.1% |
| All | +18.6% | +158.4% | -139.8% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling