+62.8%
ADM vs FND
-60.0%
+122.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +3.8% | -5.2% | +9.0% | +4.1% |
| 30D | +9.8% | -19.9% | +29.6% | +11.4% |
| 3M | +2.1% | +2.7% | -0.6% | +1.3% |
| 6M | +27.5% | -21.7% | +49.2% | +29.4% |
| YTD | +50.2% | -17.5% | +67.7% | +51.4% |
| 1Y | +40.6% | -39.3% | +79.9% | +45.6% |
| 3Y | +17.2% | -49.8% | +67.0% | +21.5% |
| All | +62.8% | -60.0% | +122.8% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling