+594.5%
ADI vs FICO
+605.7%
-11.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -16.7% | +18.3% | +7.2% |
| 7D | +0.4% | -19.2% | +19.6% | +7.0% |
| 30D | -3.8% | -14.6% | +10.8% | +0.2% |
| 3M | -15.3% | -20.1% | +4.8% | -11.8% |
| 6M | +6.7% | -36.3% | +43.0% | +18.1% |
| YTD | +34.8% | -44.9% | +79.6% | +57.0% |
| 1Y | +49.0% | -38.6% | +87.7% | +62.6% |
| 3Y | +108.1% | +4.0% | +104.1% | +67.0% |
| 5Y | +142.4% | +99.5% | +42.9% | +35.2% |
| All | +594.5% | +605.7% | -11.2% | +102.0% |
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