+218.5%
ADM vs USFR
+27.5%
+191.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +9.8% | +0.3% | +9.5% | +9.6% |
| 3M | +2.1% | +1.0% | +1.1% | +1.7% |
| 6M | +27.5% | +1.9% | +25.6% | +26.6% |
| YTD | +50.2% | +2.6% | +47.6% | +48.8% |
| 1Y | +40.6% | +4.0% | +36.6% | +38.5% |
| 3Y | +17.2% | +14.1% | +3.1% | +11.9% |
| 5Y | +61.9% | +20.4% | +41.5% | +51.4% |
| 10Y | +159.3% | +28.0% | +131.3% | +137.3% |
| All | +218.5% | +27.5% | +191.0% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling