+26.6%
ADM vs FRMI
-89.6%
+116.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +26.7% | -24.0% | +2.3% |
| 7D | +4.2% | +66.2% | -62.1% | +3.5% |
| 30D | -12.8% | -17.4% | +4.6% | -13.1% |
| 3M | -8.5% | -60.5% | +52.0% | -8.6% |
| 6M | -10.9% | -56.5% | +45.6% | -11.2% |
| YTD | +29.4% | -67.4% | +96.8% | +29.5% |
| 1Y | +27.5% | -85.1% | +112.6% | +26.4% |
| All | +26.6% | -89.6% | +116.2% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling