-9.9%
ADM vs FN
-54.4%
+44.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | -0.9% |
| 7D | -7.5% | -16.0% | +8.5% | -7.6% |
| 30D | -14.3% | -40.1% | +25.8% | -14.0% |
| 3M | -8.6% | -43.9% | +35.3% | -8.2% |
| 6M | -9.9% | -55.6% | +45.8% | -8.0% |
| All | -9.9% | -54.4% | +44.6% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling