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  • ADI vs FGI✓SelectedUSD · FGIADI vs FGI performance historyLatest closeAs of+1.61%09/04
Stock and ETF performance explorer

ADI vs FGI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+49.0%
FGI return
+81.8%
Excess return
-32.8%
Maximum drawdown
-20.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioFGIExcessAlpha
1D+1.6%+7.5%-5.9%+1.5%
7D+0.4%+0.5%-0.1%+0.4%
30D-3.8%+65.4%-69.2%-4.8%
3M-15.3%+23.5%-38.8%-15.9%
6M+6.7%+60.5%-53.8%+4.5%
YTD+34.8%+30.0%+4.8%+32.3%
1Y+49.0%+82.1%-33.0%+46.5%
All+49.0%+81.8%-32.8%+46.5%

Cumulative growth

Daily Returns

Daily percentage return beside FGI.

Daily Out/Under-Performance

Portfolio return minus FGI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…

1y analysis · Full analysis span regression · 6 months rolling