+25.4%
ADM vs FFIV
+35.3%
-9.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.0% |
| 7D | +4.2% | -0.5% | +4.7% | +4.2% |
| 30D | -12.8% | -32.4% | +19.6% | -9.0% |
| 3M | -8.5% | -25.7% | +17.2% | -5.8% |
| 6M | -10.9% | -13.5% | +2.6% | -10.4% |
| YTD | +29.4% | +21.1% | +8.3% | +23.8% |
| 1Y | +27.5% | +29.4% | -1.9% | +20.8% |
| 3Y | +10.3% | +94.9% | -84.6% | -5.3% |
| All | +25.4% | +35.3% | -9.9% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling