+1,495.2%
ADP vs FFIV
+5,965.2%
-4,470.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +3.2% | -8.1% | +11.4% | +4.1% |
| 30D | +14.9% | -33.4% | +48.3% | +19.6% |
| 3M | +11.6% | -24.7% | +36.4% | +14.5% |
| 6M | +48.5% | -8.8% | +57.3% | +48.9% |
| YTD | +20.6% | +21.8% | -1.2% | +17.1% |
| 1Y | +23.7% | +25.3% | -1.6% | +19.7% |
| 3Y | +47.8% | +101.2% | -53.4% | +35.2% |
| 5Y | +47.7% | +40.2% | +7.5% | +39.8% |
| 10Y | +324.0% | +129.0% | +194.9% | +280.5% |
| All | +1,495.2% | +5,965.2% | -4,470.0% | +944.9% |
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