+7.3%
ADM vs USFR
+14.3%
-7.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -11.8% | +0.4% | -12.2% | -12.3% |
| 3M | -11.3% | +1.1% | -12.4% | -13.2% |
| 6M | -10.0% | +2.1% | -12.1% | -13.8% |
| YTD | +25.9% | +3.4% | +22.5% | +18.6% |
| 1Y | +26.7% | +4.1% | +22.6% | +17.5% |
| All | +7.3% | +14.3% | -7.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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