-52.0%
FIG vs ADM
+29.6%
-81.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.7% |
| 7D | +3.4% | +4.2% | -0.8% | +3.3% |
| 30D | -9.5% | -12.8% | +3.4% | -10.2% |
| 3M | -26.2% | -8.5% | -17.7% | -26.2% |
| 6M | +2.7% | -10.9% | +13.6% | +1.6% |
| YTD | -48.0% | +29.4% | -77.4% | -46.5% |
| 1Y | -52.0% | +27.5% | -79.6% | -51.0% |
| All | -52.0% | +29.6% | -81.7% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling