+896.9%
ADM vs FFIV
+5,965.2%
-5,068.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -9.0% | -8.1% | -0.9% | -8.4% |
| 30D | -14.0% | -33.4% | +19.4% | -11.3% |
| 3M | -9.2% | -24.7% | +15.6% | -7.3% |
| 6M | -9.2% | -8.8% | -0.3% | -8.9% |
| YTD | +24.2% | +21.8% | +2.4% | +21.4% |
| 1Y | +27.0% | +25.3% | +1.7% | +23.7% |
| 3Y | +6.6% | +101.2% | -94.5% | -0.8% |
| 5Y | +25.0% | +40.2% | -15.2% | +19.1% |
| 10Y | +100.2% | +129.0% | -28.8% | +82.0% |
| All | +896.9% | +5,965.2% | -5,068.3% | +661.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling