+3,875.2%
ADI vs FE
+561.4%
+3,313.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | -3.8% | -1.2% | -2.6% | -3.4% |
| 3M | -15.3% | +3.5% | -18.7% | -16.5% |
| 6M | +6.7% | -6.1% | +12.7% | +8.4% |
| YTD | +34.8% | +7.6% | +27.2% | +30.8% |
| 1Y | +49.0% | +11.9% | +37.1% | +42.5% |
| 3Y | +108.1% | +48.4% | +59.6% | +78.4% |
| 5Y | +142.4% | +44.8% | +97.6% | +107.8% |
| 10Y | +589.9% | +115.9% | +474.0% | +401.3% |
| All | +3,875.2% | +561.4% | +3,313.8% | +1,557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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