+23.7%
ADP vs FFIV
+28.6%
-4.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +3.2% | -4.2% | +7.4% | +3.7% |
| 30D | +12.8% | -33.9% | +46.6% | +19.2% |
| 3M | +12.3% | -22.6% | +34.9% | +14.9% |
| 6M | +45.4% | -10.4% | +55.8% | +39.6% |
| YTD | +21.4% | +24.3% | -2.9% | +5.0% |
| 1Y | +23.7% | +31.8% | -8.1% | +5.4% |
| All | +23.7% | +28.6% | -4.9% | +5.4% |
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