+636.2%
ADI vs FFIV
+126.0%
+510.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.3% | -4.2% | -2.1% | -3.9% |
| 30D | -3.2% | -33.9% | +30.7% | +17.8% |
| 3M | +2.8% | -22.6% | +25.4% | +14.3% |
| 6M | -5.0% | -10.4% | +5.3% | -3.0% |
| YTD | +46.3% | +24.3% | +22.0% | +22.7% |
| 1Y | +71.6% | +31.8% | +39.9% | +39.1% |
| 3Y | +139.2% | +99.5% | +39.7% | +49.4% |
| 5Y | +136.4% | +40.7% | +95.7% | +75.0% |
| 10Y | +636.2% | +126.9% | +509.3% | +286.0% |
| All | +636.2% | +126.0% | +510.2% | +286.0% |
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