+25.9%
ADM vs FN
+148.3%
-122.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | -0.1% |
| 7D | -7.5% | -16.0% | +8.5% | -7.1% |
| 30D | -14.3% | -40.1% | +25.8% | -12.9% |
| 3M | -8.6% | -43.9% | +35.3% | -7.0% |
| 6M | -9.9% | -55.6% | +45.8% | -7.7% |
| YTD | +25.1% | -35.7% | +60.8% | +25.0% |
| 1Y | +28.8% | -39.8% | +68.7% | +29.0% |
| 3Y | +6.9% | +80.3% | -73.4% | -5.2% |
| 5Y | +25.9% | +143.3% | -117.4% | 0.0% |
| All | +25.9% | +148.3% | -122.4% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling