+21.5%
ADM vs FND
-50.0%
+71.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.9% |
| 3M | +8.7% | -4.3% | +13.1% | +8.2% |
| 6M | +29.1% | -20.4% | +49.5% | +31.0% |
| YTD | +53.7% | -21.9% | +75.5% | +55.8% |
| 1Y | +43.2% | -45.2% | +88.4% | +52.1% |
| All | +21.5% | -50.0% | +71.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling