+172.7%
ADM vs FTV
+90.8%
+81.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +3.8% | -4.5% | +8.3% | +5.5% |
| 30D | +9.8% | -7.1% | +16.8% | +12.7% |
| 3M | +2.1% | -7.2% | +9.3% | +4.5% |
| 6M | +27.5% | -1.5% | +29.0% | +27.0% |
| YTD | +50.2% | +3.5% | +46.7% | +45.6% |
| 1Y | +40.6% | +20.3% | +20.2% | +27.5% |
| 3Y | +17.2% | -3.1% | +20.3% | +13.8% |
| 5Y | +61.9% | +2.3% | +59.5% | +50.3% |
| 10Y | +159.3% | +76.3% | +83.0% | +86.3% |
| All | +172.7% | +90.8% | +81.9% | +91.7% |
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 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