+72.2%
ADI vs FICO
-58.5%
+130.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.8% | +8.7% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -2.8% | +8.4% | -11.3% | -2.5% |
| 3M | +1.5% | -30.5% | +32.0% | -0.6% |
| 6M | -4.7% | -35.7% | +31.0% | -8.0% |
| YTD | +46.8% | -57.2% | +104.0% | +52.1% |
| All | +72.2% | -58.5% | +130.8% | +80.8% |
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