+7.0%
ADM vs FTV
+37.0%
-30.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.6% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | -12.6% | +17.2% | -29.8% | -15.1% |
| 3M | -8.2% | +8.9% | -17.1% | -9.7% |
| 6M | -8.9% | +11.3% | -20.2% | -10.9% |
| YTD | +24.0% | +21.9% | +2.0% | +18.0% |
| 1Y | +26.2% | +31.6% | -5.4% | +17.6% |
| 3Y | +7.0% | +38.1% | -31.1% | -2.7% |
| All | +7.0% | +37.0% | -30.0% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling