+105.2%
ADM vs FND
+61.4%
+43.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.4% | +0.6% |
| 7D | +0.7% | -5.1% | +5.8% | +1.4% |
| 30D | -14.7% | +9.2% | -23.9% | -15.9% |
| 3M | -10.4% | -17.7% | +7.3% | -8.5% |
| 6M | -10.9% | +2.5% | -13.4% | -12.4% |
| YTD | +26.0% | -19.8% | +45.8% | +27.5% |
| 1Y | +26.5% | -22.7% | +49.2% | +28.5% |
| 3Y | +8.2% | -38.3% | +46.5% | +10.8% |
| 5Y | +24.0% | -63.0% | +87.0% | +33.5% |
| All | +105.2% | +61.4% | +43.8% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling