+3,077.4%
ADI vs FFIV
+6,091.4%
-3,014.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.3% | -4.2% | -2.1% | -5.0% |
| 30D | -3.2% | -33.9% | +30.7% | +8.2% |
| 3M | +2.8% | -22.6% | +25.4% | +9.5% |
| 6M | -5.0% | -10.4% | +5.3% | -3.1% |
| YTD | +46.3% | +24.3% | +22.0% | +35.0% |
| 1Y | +71.6% | +31.8% | +39.9% | +55.8% |
| 3Y | +139.2% | +99.5% | +39.7% | +92.3% |
| 5Y | +136.4% | +40.7% | +95.7% | +109.3% |
| 10Y | +636.2% | +126.9% | +509.3% | +465.1% |
| All | +3,077.4% | +6,091.4% | -3,014.0% | +738.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling