+131.9%
ADI vs FDX
+74.9%
+57.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | +7.1% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -2.8% | +9.3% | -12.1% | -6.2% |
| 3M | +1.5% | +0.5% | +1.0% | +1.0% |
| 6M | -4.7% | +5.3% | -10.0% | -7.2% |
| YTD | +46.8% | +38.6% | +8.2% | +27.5% |
| 1Y | +74.9% | +53.5% | +21.4% | +45.6% |
| 3Y | +147.4% | +74.2% | +73.2% | +90.0% |
| 5Y | +131.9% | +75.3% | +56.6% | +72.2% |
| All | +131.9% | +74.9% | +57.0% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling