+2,826.6%
ADI vs FFIV
+7,518.9%
-4,692.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.7% |
| 30D | -3.8% | -5.1% | +1.3% | -2.5% |
| 3M | -15.3% | -4.5% | -10.8% | -14.3% |
| 6M | +6.7% | +36.5% | -29.8% | -3.0% |
| YTD | +34.8% | +53.0% | -18.2% | +18.2% |
| 1Y | +49.0% | +24.2% | +24.8% | +38.1% |
| 3Y | +108.1% | +137.2% | -29.1% | +60.5% |
| 5Y | +142.4% | +91.8% | +50.7% | +98.0% |
| 10Y | +589.9% | +215.2% | +374.7% | +386.9% |
| All | +2,826.6% | +7,518.9% | -4,692.4% | +634.0% |
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 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