+125.1%
ADM vs FTV
+124.8%
+0.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.2% |
| 7D | -7.8% | +0.4% | -8.2% | -8.0% |
| 30D | -12.6% | +17.2% | -29.8% | -17.9% |
| 3M | -8.2% | +8.9% | -17.1% | -11.6% |
| 6M | -8.9% | +11.3% | -20.2% | -13.4% |
| YTD | +24.0% | +21.9% | +2.0% | +12.4% |
| 1Y | +26.2% | +31.6% | -5.4% | +10.7% |
| 3Y | +7.0% | +38.1% | -31.1% | -10.5% |
| 5Y | +24.9% | +15.7% | +9.2% | +10.9% |
| 10Y | +102.6% | +107.5% | -4.8% | +36.3% |
| All | +125.1% | +124.8% | +0.3% | +48.1% |
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