+17.8%
ADP vs FFIV
+136.9%
-119.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | -1.0% | -2.5% | -3.2% |
| 30D | +2.8% | -5.1% | +7.9% | +3.8% |
| 3M | +20.9% | -4.5% | +25.4% | +21.5% |
| 6M | +29.9% | +36.5% | -6.6% | +19.4% |
| YTD | +9.6% | +53.0% | -43.3% | -1.8% |
| 1Y | -5.3% | +24.2% | -29.5% | -11.8% |
| All | +17.8% | +136.9% | -119.1% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling