+151.2%
ADI vs FGI
+5.7%
+145.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +4.0% |
| 7D | +0.7% | +6.9% | -6.2% | +0.6% |
| 30D | +0.7% | +3.9% | -3.2% | +0.7% |
| 3M | +6.5% | +74.3% | -67.8% | +5.4% |
| 6M | -2.7% | +28.9% | -31.6% | -3.5% |
| YTD | +52.2% | +39.1% | +13.1% | +49.7% |
| 1Y | +77.5% | +49.3% | +28.1% | +74.4% |
| All | +151.2% | +5.7% | +145.5% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling