+39.6%
ADM vs FFIV
+23.1%
+16.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.1% | -1.5% | +1.5% | +0.1% |
| 30D | +11.0% | -2.7% | +13.7% | +11.1% |
| 3M | +6.0% | -1.7% | +7.7% | +5.8% |
| 6M | +26.9% | +36.1% | -9.2% | +23.0% |
| YTD | +50.0% | +52.6% | -2.6% | +44.4% |
| 1Y | +39.6% | +21.5% | +18.1% | +35.4% |
| All | +39.6% | +23.1% | +16.5% | +35.4% |
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