+106.0%
ADM vs FFIV
+126.0%
-20.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | -4.2% | +2.3% | -1.0% |
| 30D | -13.3% | -33.9% | +20.6% | -6.0% |
| 3M | -13.4% | -22.6% | +9.2% | -9.6% |
| 6M | -9.6% | -10.4% | +0.8% | -9.2% |
| YTD | +23.0% | +24.3% | -1.3% | +13.8% |
| 1Y | +27.4% | +31.8% | -4.4% | +16.1% |
| 3Y | +5.7% | +99.5% | -93.8% | -16.7% |
| 5Y | +22.1% | +40.7% | -18.7% | +3.8% |
| 10Y | +106.0% | +126.9% | -20.9% | +43.3% |
| All | +106.0% | +126.0% | -20.0% | +43.3% |
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