+636.4%
ADI vs FDX
+173.3%
+463.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +2.6% | -2.3% | +5.0% | +3.7% |
| 30D | -4.6% | -4.9% | +0.3% | -2.6% |
| 3M | -9.5% | -6.5% | -3.0% | -6.8% |
| 6M | +14.8% | +6.7% | +8.2% | +10.6% |
| YTD | +35.8% | +33.9% | +1.9% | +17.6% |
| 1Y | +48.9% | +72.2% | -23.2% | +14.6% |
| 3Y | +115.6% | +60.2% | +55.3% | +65.5% |
| 5Y | +135.1% | +62.9% | +72.2% | +71.9% |
| 10Y | +636.4% | +178.8% | +457.6% | +277.8% |
| All | +636.4% | +173.3% | +463.2% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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