+62.6%
ADM vs USFR
+20.5%
+42.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +11.0% | +0.3% | +10.7% | +11.2% |
| 3M | +6.0% | +1.0% | +5.0% | +6.6% |
| 6M | +26.9% | +1.9% | +25.0% | +28.7% |
| YTD | +50.0% | +2.7% | +47.4% | +53.3% |
| 1Y | +39.6% | +4.0% | +35.6% | +44.0% |
| 3Y | +18.5% | +14.0% | +4.5% | +47.8% |
| 5Y | +62.6% | +20.4% | +42.2% | +127.7% |
| All | +62.6% | +20.5% | +42.1% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling