+3,088.4%
ADI vs FFIV
+6,100.0%
-3,011.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.3% | +7.9% |
| 7D | -4.4% | -2.1% | -2.3% | -3.6% |
| 30D | -2.8% | -33.8% | +30.9% | +8.5% |
| 3M | +1.5% | -20.6% | +22.1% | +7.4% |
| 6M | -4.7% | -10.2% | +5.5% | -2.8% |
| YTD | +46.8% | +24.5% | +22.3% | +35.5% |
| 1Y | +74.9% | +29.3% | +45.6% | +59.5% |
| 3Y | +147.4% | +103.8% | +43.7% | +97.7% |
| 5Y | +131.9% | +40.9% | +91.0% | +105.3% |
| 10Y | +630.6% | +126.6% | +504.0% | +461.0% |
| All | +3,088.4% | +6,100.0% | -3,011.6% | +741.0% |
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