+50.3%
ADM vs FRMI
-78.0%
+128.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.4% |
| 7D | +1.4% | +15.9% | -14.6% | +1.4% |
| 30D | +8.2% | -6.0% | +14.2% | +8.2% |
| 3M | +8.7% | -1.6% | +10.3% | +8.5% |
| 6M | +29.1% | -30.7% | +59.8% | +29.3% |
| YTD | +53.7% | -30.9% | +84.5% | +54.0% |
| All | +50.3% | -78.0% | +128.3% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling