-83.2%
FIG vs ADM
+32.4%
-115.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -12.6% | -7.8% | -4.8% | -13.2% |
| 30D | -13.8% | -12.6% | -1.2% | -15.0% |
| 3M | -16.7% | -8.2% | -8.5% | -17.0% |
| 6M | -6.1% | -8.9% | +2.8% | -6.6% |
| YTD | -48.1% | +24.0% | -72.1% | -44.4% |
| 1Y | -56.2% | +26.2% | -82.3% | -52.7% |
| All | -83.2% | +32.4% | -115.6% | -77.8% |
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