+144.6%
ADM vs FND
+66.0%
+78.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +3.8% | -5.2% | +9.0% | +4.4% |
| 30D | +9.8% | -19.9% | +29.6% | +12.8% |
| 3M | +2.1% | +2.7% | -0.6% | +0.9% |
| 6M | +27.5% | -21.7% | +49.2% | +30.3% |
| YTD | +50.2% | -17.5% | +67.7% | +51.9% |
| 1Y | +40.6% | -39.3% | +79.9% | +48.3% |
| 3Y | +17.2% | -49.8% | +67.0% | +24.1% |
| 5Y | +61.9% | -60.1% | +122.0% | +72.2% |
| All | +144.6% | +66.0% | +78.6% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling