-23.6%
FPS vs ADM
+7.2%
-30.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.1% | -9.9% | -9.8% |
| 7D | +21.6% | +0.7% | +20.9% | +21.6% |
| 30D | -38.8% | -14.7% | -24.1% | -39.4% |
| 3M | -42.1% | -10.4% | -31.7% | -43.1% |
| 6M | -48.5% | -10.9% | -37.6% | -48.8% |
| All | -23.6% | +7.2% | -30.8% | -34.1% |
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