+864.3%
ADM vs FTI
+1,755.2%
-890.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -11.8% | -6.3% | -5.6% | -10.5% |
| 3M | -11.3% | -13.1% | +1.8% | -8.2% |
| 6M | -10.0% | -8.0% | -2.0% | -8.6% |
| YTD | +25.9% | +47.1% | -21.1% | +12.5% |
| 1Y | +26.7% | +50.7% | -24.0% | +12.4% |
| 3Y | +8.1% | +209.0% | -200.8% | -23.6% |
| 5Y | +23.5% | +847.0% | -823.5% | -38.8% |
| 10Y | +128.2% | +184.3% | -56.1% | +34.2% |
| All | +864.3% | +1,755.2% | -890.9% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling