+71.6%
ADI vs FICO
-60.3%
+131.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +13.4% | +1.4% | +12.0% | +13.5% |
| 30D | -1.3% | -0.8% | -0.5% | -1.4% |
| 3M | +6.8% | -31.3% | +38.1% | +4.5% |
| 6M | -1.9% | -33.9% | +32.0% | -5.5% |
| YTD | +52.3% | -57.6% | +109.8% | +58.5% |
| 1Y | +71.6% | -59.7% | +131.3% | +82.2% |
| All | +71.6% | -60.3% | +131.9% | +82.2% |
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