+620.2%
ADI vs FICO
+527.0%
+93.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +9.5% | +2.2% | +7.2% | +8.8% |
| 30D | -1.4% | +0.1% | -1.5% | -2.3% |
| 3M | +4.7% | -35.2% | +39.9% | +15.4% |
| 6M | -7.4% | -32.4% | +24.9% | -2.8% |
| YTD | +48.1% | -57.4% | +105.5% | +81.2% |
| 1Y | +69.6% | -58.5% | +128.2% | +109.6% |
| 3Y | +144.4% | -28.9% | +173.2% | +119.1% |
| 5Y | +134.1% | +91.7% | +42.4% | +22.4% |
| All | +620.2% | +527.0% | +93.2% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling