-83.2%
FIG vs ADM
+38.2%
-121.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +3.0% |
| 7D | +3.4% | +4.2% | -0.8% | +3.7% |
| 30D | -9.5% | -12.8% | +3.4% | -11.0% |
| 3M | -26.2% | -8.5% | -17.7% | -26.7% |
| 6M | +2.7% | -10.9% | +13.6% | +0.9% |
| YTD | -48.0% | +29.4% | -77.4% | -44.1% |
| 1Y | -52.0% | +27.5% | -79.6% | -48.7% |
| All | -83.2% | +38.2% | -121.3% | -77.7% |
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