+126.6%
ADM vs FFIV
+118.6%
+8.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.3% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | -12.8% | -32.4% | +19.6% | -6.0% |
| 3M | -8.5% | -25.7% | +17.2% | -3.7% |
| 6M | -10.9% | -13.5% | +2.6% | -9.8% |
| YTD | +29.4% | +21.1% | +8.3% | +20.3% |
| 1Y | +27.5% | +29.4% | -1.9% | +16.6% |
| 3Y | +10.3% | +94.9% | -84.6% | -12.7% |
| 5Y | +27.4% | +34.7% | -7.4% | +9.4% |
| All | +126.6% | +118.6% | +8.1% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling