+176.6%
ADM vs FTV
+78.2%
+98.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.9% |
| 7D | +1.4% | -1.3% | +2.6% | +1.8% |
| 30D | +8.2% | -9.5% | +17.7% | +12.3% |
| 3M | +8.7% | -10.9% | +19.6% | +13.1% |
| 6M | +29.1% | -0.6% | +29.7% | +28.1% |
| YTD | +53.7% | +1.4% | +52.2% | +50.0% |
| 1Y | +43.2% | +17.6% | +25.6% | +31.0% |
| 3Y | +21.4% | -3.3% | +24.7% | +17.7% |
| 5Y | +67.1% | -0.1% | +67.2% | +56.7% |
| 10Y | +176.6% | +82.5% | +94.1% | +101.6% |
| All | +176.6% | +78.2% | +98.4% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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