+6,976.5%
ADI vs FDS
+10,549.7%
-3,573.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +2.9% |
| 7D | +0.7% | -2.1% | +2.8% | +1.5% |
| 30D | +0.7% | +16.0% | -15.3% | -5.7% |
| 3M | +6.5% | +18.8% | -12.3% | -2.4% |
| 6M | -2.7% | +54.1% | -56.8% | -22.8% |
| YTD | +52.2% | +17.0% | +35.2% | +32.3% |
| 1Y | +77.5% | +25.5% | +51.9% | +48.9% |
| 3Y | +148.8% | -23.3% | +172.1% | +155.5% |
| 5Y | +142.9% | -22.6% | +165.5% | +146.3% |
| 10Y | +653.2% | +130.2% | +523.0% | +375.2% |
| All | +6,976.5% | +10,549.7% | -3,573.2% | +1,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling