-80.9%
FIG vs ADM
+64.0%
-145.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -2.8% |
| 7D | -14.5% | +1.4% | -15.8% | -14.2% |
| 30D | -13.3% | +8.2% | -21.5% | -12.0% |
| 3M | +7.4% | +8.7% | -1.3% | +8.8% |
| 6M | -27.8% | +29.1% | -56.9% | -23.7% |
| YTD | -41.1% | +53.7% | -94.8% | -35.2% |
| 1Y | -58.7% | +43.2% | -102.0% | -56.8% |
| All | -80.9% | +64.0% | -145.0% | -74.1% |
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