+141.2%
ADI vs FDS
-20.4%
+161.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +1.1% |
| 7D | +2.4% | -5.4% | +7.8% | +3.5% |
| 30D | -6.6% | +1.6% | -8.2% | -7.1% |
| 3M | -9.8% | +17.7% | -27.5% | -13.7% |
| 6M | +15.7% | +29.1% | -13.4% | +5.4% |
| YTD | +35.1% | +1.0% | +34.1% | +36.4% |
| 1Y | +47.7% | -21.6% | +69.3% | +68.5% |
| 3Y | +114.5% | -30.1% | +144.6% | +157.5% |
| 5Y | +141.2% | -20.7% | +162.0% | +208.0% |
| All | +141.2% | -20.4% | +161.6% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling