+65.0%
ADM vs FRSH
-72.0%
+137.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | 0.0% |
| 7D | -0.1% | -10.1% | +10.0% | +0.2% |
| 30D | +11.0% | +2.2% | +8.8% | +10.9% |
| 3M | +6.0% | +28.6% | -22.6% | +5.1% |
| 6M | +26.9% | +40.2% | -13.3% | +25.5% |
| YTD | +50.0% | -1.2% | +51.2% | +49.8% |
| 1Y | +39.6% | -7.9% | +47.5% | +39.7% |
| 3Y | +18.5% | -44.7% | +63.3% | +19.5% |
| All | +65.0% | -72.0% | +137.0% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling