+123.3%
ADM vs FTV
+126.9%
-3.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -1.8% | +1.4% | -3.2% | -2.4% |
| 30D | -13.3% | +18.3% | -31.5% | -18.8% |
| 3M | -13.4% | +9.8% | -23.2% | -16.8% |
| 6M | -9.6% | +12.3% | -21.9% | -14.4% |
| YTD | +23.0% | +23.1% | -0.1% | +11.2% |
| 1Y | +27.4% | +32.5% | -5.2% | +11.5% |
| 3Y | +5.7% | +38.3% | -32.7% | -11.6% |
| 5Y | +22.1% | +16.8% | +5.2% | +8.0% |
| 10Y | +106.0% | +106.6% | -0.6% | +38.5% |
| All | +123.3% | +126.9% | -3.6% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling