+640.7%
ADI vs FDX
+152.0%
+488.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +13.4% | +0.8% | +12.6% | +13.0% |
| 30D | -1.3% | +9.9% | -11.2% | -5.5% |
| 3M | +6.8% | -1.9% | +8.7% | +7.4% |
| 6M | -1.9% | +6.1% | -8.0% | -5.2% |
| YTD | +52.3% | +38.8% | +13.5% | +29.5% |
| 1Y | +71.6% | +50.0% | +21.7% | +40.8% |
| 3Y | +148.9% | +71.0% | +77.9% | +85.4% |
| 5Y | +140.8% | +72.5% | +68.3% | +71.7% |
| All | +640.7% | +152.0% | +488.7% | +283.8% |
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