+318.1%
ADM vs FN
+3,020.0%
-2,701.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +0.9% |
| 7D | -8.3% | -7.0% | -1.3% | -7.8% |
| 30D | -14.1% | -24.7% | +10.6% | -12.0% |
| 3M | -10.7% | -35.7% | +24.9% | -7.6% |
| 6M | -5.9% | -52.4% | +46.5% | -0.2% |
| YTD | +25.8% | -25.0% | +50.7% | +24.8% |
| 1Y | +21.3% | -25.7% | +46.9% | +19.8% |
| 3Y | +7.4% | +110.2% | -102.8% | -11.8% |
| 5Y | +27.0% | +192.3% | -165.3% | -3.2% |
| 10Y | +102.7% | +812.3% | -709.5% | +28.0% |
| All | +318.1% | +3,020.0% | -2,701.9% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling