+270.5%
ADP vs FFIV
+224.0%
+46.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -5.5% | -1.5% | -3.9% | -4.9% |
| 30D | -1.2% | -2.7% | +1.4% | -0.5% |
| 3M | +17.9% | -1.7% | +19.5% | +17.5% |
| 6M | +20.3% | +36.1% | -15.8% | +5.9% |
| YTD | +5.8% | +52.6% | -46.8% | -11.1% |
| 1Y | -7.7% | +21.5% | -29.2% | -16.2% |
| 3Y | +14.7% | +142.7% | -128.0% | -23.1% |
| 5Y | +45.8% | +92.6% | -46.8% | +5.2% |
| 10Y | +270.5% | +225.5% | +45.0% | +115.5% |
| All | +270.5% | +224.0% | +46.5% | +115.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling