+140.6%
ADI vs FFIV
+92.6%
+48.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +0.4% | -1.0% | +1.4% | +0.9% |
| 30D | -3.8% | -5.1% | +1.3% | -1.5% |
| 3M | -15.3% | -4.5% | -10.8% | -13.7% |
| 6M | +6.7% | +36.5% | -29.8% | -11.7% |
| YTD | +34.8% | +53.0% | -18.2% | +3.5% |
| 1Y | +49.0% | +24.2% | +24.8% | +27.8% |
| 3Y | +108.1% | +137.2% | -29.1% | +18.1% |
| All | +140.6% | +92.6% | +48.0% | +50.5% |
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 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