+176.7%
ADI vs FGI
-74.8%
+251.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -25.2% | +22.4% | -2.4% |
| 7D | +9.5% | -14.4% | +23.9% | +9.7% |
| 30D | -1.4% | -11.8% | +10.4% | -1.3% |
| 3M | +4.7% | -46.2% | +51.0% | +5.4% |
| 6M | -7.4% | +5.2% | -12.6% | -8.6% |
| YTD | +48.1% | +10.5% | +37.5% | +44.5% |
| 1Y | +69.6% | +25.5% | +44.1% | +64.9% |
| 3Y | +144.4% | -16.0% | +160.4% | +137.1% |
| All | +176.7% | -74.8% | +251.5% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling