+22.0%
ADM vs FRSH
-46.5%
+68.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +3.0% | -11.2% | +14.2% | +3.1% |
| 30D | +8.7% | -0.8% | +9.5% | +8.6% |
| 3M | +7.6% | +26.4% | -18.8% | +7.1% |
| 6M | +26.9% | +48.4% | -21.5% | +26.1% |
| YTD | +54.3% | -3.1% | +57.4% | +54.5% |
| 1Y | +45.7% | -8.7% | +54.4% | +46.1% |
| All | +22.0% | -46.5% | +68.5% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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