+636.4%
ADI vs FFIV
+239.4%
+397.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | -1.5% |
| 7D | +2.6% | +3.5% | -0.8% | +0.7% |
| 30D | -4.6% | -1.3% | -3.3% | -4.3% |
| 3M | -9.5% | +2.4% | -11.9% | -11.3% |
| 6M | +14.8% | +41.8% | -27.0% | -6.4% |
| YTD | +35.8% | +58.5% | -22.7% | +3.2% |
| 1Y | +48.9% | +24.3% | +24.6% | +28.1% |
| 3Y | +115.6% | +152.0% | -36.5% | +23.2% |
| 5Y | +135.1% | +99.1% | +36.0% | +49.0% |
| 10Y | +636.4% | +242.8% | +393.7% | +250.5% |
| All | +636.4% | +239.4% | +397.0% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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