+131.9%
ADI vs FFIV
+42.4%
+89.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.3% | +7.4% |
| 7D | -4.4% | -2.1% | -2.3% | -3.1% |
| 30D | -2.8% | -33.8% | +30.9% | +17.7% |
| 3M | +1.5% | -20.6% | +22.1% | +10.7% |
| 6M | -4.7% | -10.2% | +5.5% | -3.5% |
| YTD | +46.8% | +24.5% | +22.3% | +20.8% |
| 1Y | +74.9% | +29.3% | +45.6% | +40.3% |
| 3Y | +147.4% | +103.8% | +43.7% | +42.8% |
| 5Y | +131.9% | +40.9% | +91.0% | +56.0% |
| All | +131.9% | +42.4% | +89.5% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling