+4,389.1%
ADI vs FE
+564.6%
+3,824.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +0.7% | +3.6% | -2.9% | -0.5% |
| 3M | +6.5% | +0.3% | +6.2% | +6.2% |
| 6M | -2.7% | +6.4% | -9.1% | -5.1% |
| YTD | +52.2% | +8.1% | +44.1% | +47.3% |
| 1Y | +77.5% | +4.6% | +72.9% | +73.5% |
| 3Y | +148.8% | +49.1% | +99.7% | +113.0% |
| 5Y | +142.9% | +46.1% | +96.8% | +107.5% |
| 10Y | +653.2% | +122.7% | +530.5% | +442.3% |
| All | +4,389.1% | +564.6% | +3,824.5% | +1,766.8% |
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