+131.9%
ADI vs FDS
-23.2%
+155.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +8.9% | +8.6% |
| 7D | -4.4% | -5.0% | +0.5% | -3.7% |
| 30D | -2.8% | +13.8% | -16.6% | -5.2% |
| 3M | +1.5% | +14.8% | -13.3% | -1.6% |
| 6M | -4.7% | +47.4% | -52.1% | -14.9% |
| YTD | +46.8% | +14.2% | +32.7% | +44.5% |
| 1Y | +74.9% | +26.6% | +48.2% | +62.3% |
| 3Y | +147.4% | -24.4% | +171.9% | +198.4% |
| 5Y | +131.9% | -22.6% | +154.6% | +169.4% |
| All | +131.9% | -23.2% | +155.1% | +169.4% |
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