+64.2%
ADM vs FFIV
+91.3%
-27.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +3.8% | -1.0% | +4.7% | +3.9% |
| 30D | +9.8% | -5.1% | +14.8% | +10.4% |
| 3M | +2.1% | -4.5% | +6.6% | +2.5% |
| 6M | +27.5% | +36.5% | -9.0% | +21.5% |
| YTD | +50.2% | +53.0% | -2.8% | +40.5% |
| 1Y | +40.6% | +24.2% | +16.4% | +35.1% |
| 3Y | +17.2% | +137.2% | -120.0% | -1.1% |
| All | +64.2% | +91.3% | -27.1% | +33.3% |
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 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