+28.4%
ADM vs FFIV
+28.8%
-0.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | -7.8% | -2.1% | -5.7% | -7.7% |
| 30D | -12.6% | -33.8% | +21.2% | -10.0% |
| 3M | -8.2% | -20.6% | +12.4% | -7.4% |
| 6M | -8.9% | -10.2% | +1.3% | -9.8% |
| YTD | +24.0% | +24.5% | -0.5% | +17.8% |
| All | +28.4% | +28.8% | -0.5% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling