+636.4%
ADI vs FDS
+72.8%
+563.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.8% |
| 7D | +2.6% | -8.8% | +11.4% | +6.1% |
| 30D | -4.6% | -1.4% | -3.3% | -4.6% |
| 3M | -9.5% | +13.9% | -23.4% | -16.3% |
| 6M | +14.8% | +27.4% | -12.5% | -2.0% |
| YTD | +35.8% | -2.5% | +38.3% | +31.3% |
| 1Y | +48.9% | -23.8% | +72.7% | +62.7% |
| 3Y | +115.6% | -32.5% | +148.0% | +149.9% |
| 5Y | +135.1% | -23.2% | +158.3% | +148.1% |
| 10Y | +636.4% | +76.4% | +560.0% | +416.6% |
| All | +636.4% | +72.8% | +563.6% | +416.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling