-80.3%
FIG vs ADM
+60.2%
-140.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.5% | -5.7% |
| 7D | -16.4% | -0.1% | -16.3% | -16.4% |
| 30D | -2.3% | +11.0% | -13.3% | -0.6% |
| 3M | +7.8% | +6.0% | +1.8% | +8.7% |
| 6M | -21.8% | +26.9% | -48.8% | -17.6% |
| YTD | -39.1% | +50.0% | -89.1% | -33.4% |
| 1Y | -56.6% | +39.6% | -96.2% | -54.9% |
| All | -80.3% | +60.2% | -140.5% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling