+221.8%
FXI vs ADM
+753.0%
-531.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.4% |
| 7D | +1.0% | +3.8% | -2.7% | -0.7% |
| 30D | -0.6% | +9.8% | -10.3% | -4.8% |
| 3M | +1.9% | +2.1% | -0.2% | +0.4% |
| 6M | -0.2% | +27.5% | -27.7% | -11.6% |
| YTD | -5.6% | +50.2% | -55.8% | -22.6% |
| 1Y | -4.7% | +40.6% | -45.3% | -20.0% |
| 3Y | +38.0% | +17.2% | +20.8% | +20.6% |
| 5Y | -2.7% | +61.9% | -64.6% | -31.1% |
| 10Y | +19.9% | +159.3% | -139.4% | -38.0% |
| All | +221.8% | +753.0% | -531.2% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling