+579.4%
ADI vs FICO
+512.2%
+67.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -12.8% | -0.9% | -11.9% | -12.6% |
| 30D | -11.3% | +3.3% | -14.7% | -13.3% |
| 3M | -3.4% | -31.7% | +28.4% | +4.4% |
| 6M | -12.0% | -34.0% | +21.9% | -7.1% |
| YTD | +35.3% | -58.3% | +93.6% | +66.5% |
| 1Y | +58.1% | -57.9% | +116.0% | +93.4% |
| 3Y | +127.4% | -24.1% | +151.4% | +96.8% |
| 5Y | +114.6% | +85.3% | +29.3% | +13.6% |
| All | +579.4% | +512.2% | +67.2% | +99.5% |
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