+150.2%
ADM vs FND
+57.3%
+92.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +1.4% | -0.8% | +2.1% | +1.4% |
| 30D | +8.2% | -19.6% | +27.8% | +11.2% |
| 3M | +8.7% | -4.3% | +13.1% | +8.4% |
| 6M | +29.1% | -20.4% | +49.5% | +31.5% |
| YTD | +53.7% | -21.9% | +75.5% | +56.4% |
| 1Y | +43.2% | -45.2% | +88.4% | +53.3% |
| 3Y | +21.4% | -49.2% | +70.6% | +28.1% |
| 5Y | +67.1% | -61.8% | +128.9% | +78.6% |
| All | +150.2% | +57.3% | +92.9% | +102.1% |
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