+152.2%
ADM vs FOXA
+90.1%
+62.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | +3.0% | -3.7% | +6.7% | +4.0% |
| 30D | +8.7% | +5.4% | +3.3% | +7.0% |
| 3M | +7.6% | -3.7% | +11.3% | +7.7% |
| 6M | +26.9% | +12.6% | +14.3% | +21.1% |
| YTD | +54.3% | -10.0% | +64.3% | +56.7% |
| 1Y | +45.7% | +15.0% | +30.6% | +36.9% |
| 3Y | +21.9% | +115.1% | -93.2% | -8.2% |
| 5Y | +67.2% | +93.0% | -25.9% | +27.3% |
| All | +152.2% | +90.1% | +62.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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