+58.1%
ADI vs FICO
-58.2%
+116.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -12.8% | -0.9% | -11.9% | -12.9% |
| 30D | -11.3% | +3.3% | -14.7% | -11.3% |
| 3M | -3.4% | -31.7% | +28.4% | -5.5% |
| 6M | -12.0% | -34.0% | +21.9% | -15.4% |
| YTD | +35.3% | -58.3% | +93.6% | +37.5% |
| 1Y | +58.1% | -57.9% | +116.0% | +61.0% |
| All | +58.1% | -58.2% | +116.3% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling