+184.6%
ADI vs FGI
-66.3%
+250.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | 0.0% |
| 7D | +13.4% | +13.5% | -0.1% | +13.2% |
| 30D | -1.3% | +17.1% | -18.4% | -1.5% |
| 3M | +6.8% | +78.0% | -71.2% | +4.9% |
| 6M | -1.9% | +46.4% | -48.3% | -3.5% |
| YTD | +52.3% | +47.7% | +4.5% | +48.1% |
| 1Y | +71.6% | +56.8% | +14.8% | +66.4% |
| 3Y | +148.9% | +12.3% | +136.6% | +140.6% |
| All | +184.6% | -66.3% | +250.9% | +184.7% |
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