+175.5%
FDX vs ADM
+158.6%
+16.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -1.4% | +11.0% | -12.4% | -5.7% |
| 3M | -4.5% | +6.0% | -10.5% | -7.2% |
| 6M | +9.4% | +26.9% | -17.5% | -2.2% |
| YTD | +36.0% | +50.0% | -14.0% | +12.7% |
| 1Y | +75.5% | +39.6% | +35.9% | +49.3% |
| 3Y | +62.8% | +18.5% | +44.3% | +44.6% |
| 5Y | +64.4% | +62.6% | +1.8% | +13.5% |
| 10Y | +175.5% | +162.4% | +13.1% | +37.1% |
| All | +175.5% | +158.6% | +16.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling