+133.8%
ADI vs F
-15.5%
+149.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | +9.5% | -3.1% | +12.6% | +10.7% |
| 30D | -1.4% | 0.0% | -1.4% | -1.6% |
| 3M | +4.7% | -13.2% | +17.9% | +9.7% |
| 6M | -7.4% | -10.2% | +2.8% | -5.1% |
| YTD | +48.1% | -4.9% | +53.0% | +47.6% |
| 1Y | +69.6% | -6.1% | +75.7% | +69.9% |
| 3Y | +144.4% | +46.0% | +98.4% | +97.7% |
| All | +133.8% | -15.5% | +149.3% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 5y: compounded portfolio wealth divided by compounded F 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…
5y analysis · Full analysis span regression · 6 months rolling