+51.0%
ADM vs FRMI
-78.6%
+129.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | +3.0% | +10.9% | -7.9% | +3.0% |
| 30D | +8.7% | -24.3% | +33.0% | +8.8% |
| 3M | +7.6% | -21.8% | +29.4% | +7.6% |
| 6M | +26.9% | -33.0% | +59.9% | +27.1% |
| YTD | +54.3% | -32.6% | +86.9% | +54.6% |
| All | +51.0% | -78.6% | +129.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling