+170.0%
ADM vs FTI
+299.5%
-129.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +11.0% | +12.3% | -1.3% | +8.3% |
| 3M | +6.0% | +13.8% | -7.8% | +3.0% |
| 6M | +26.9% | +24.3% | +2.6% | +20.8% |
| YTD | +50.0% | +75.8% | -25.8% | +32.7% |
| 1Y | +39.6% | +99.6% | -60.0% | +20.0% |
| 3Y | +18.5% | +278.4% | -259.9% | -13.2% |
| 5Y | +62.6% | +1,168.7% | -1,106.1% | -11.4% |
| All | +170.0% | +299.5% | -129.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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