-10.9%
ADM vs FRMI
-60.8%
+49.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.8% | -13.7% | -0.2% |
| 7D | +0.7% | +34.6% | -33.9% | +0.1% |
| 30D | -14.7% | -44.6% | +29.9% | -14.5% |
| 3M | -10.4% | -72.9% | +62.5% | -10.4% |
| 6M | -10.9% | -62.3% | +51.4% | -12.1% |
| All | -10.9% | -60.8% | +49.8% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling