-55.3%
FIS vs ADM
+100.2%
-155.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -29.4% | -7.8% | -21.6% | -27.6% |
| 30D | -16.7% | -12.6% | -4.2% | -13.2% |
| 3M | -33.0% | -8.2% | -24.7% | -31.4% |
| 6M | -33.3% | -8.9% | -24.4% | -31.9% |
| YTD | -56.0% | +24.0% | -80.0% | -60.0% |
| 1Y | -54.6% | +26.2% | -80.7% | -59.0% |
| 3Y | -40.6% | +7.0% | -47.6% | -45.1% |
| 5Y | -71.9% | +24.9% | -96.8% | -77.0% |
| 10Y | -55.3% | +102.6% | -158.0% | -73.9% |
| All | -55.3% | +100.2% | -155.5% | -73.9% |
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