+4,087.3%
FDX vs ADM
+1,908.9%
+2,178.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.5% | +3.8% | -6.3% | -3.6% |
| 30D | +3.8% | +9.8% | -6.0% | +0.9% |
| 3M | -1.3% | +2.1% | -3.4% | -2.2% |
| 6M | +5.0% | +27.5% | -22.5% | -2.9% |
| YTD | +39.6% | +50.2% | -10.6% | +22.8% |
| 1Y | +81.1% | +40.6% | +40.5% | +61.9% |
| 3Y | +63.0% | +17.2% | +45.8% | +49.9% |
| 5Y | +65.6% | +61.9% | +3.7% | +36.1% |
| 10Y | +183.4% | +159.3% | +24.1% | +102.6% |
| All | +4,087.3% | +1,908.9% | +2,178.4% | +1,589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling