+114.3%
ADI vs FICO
+81.4%
+32.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -12.8% | -0.9% | -11.9% | -12.7% |
| 30D | -11.3% | +3.3% | -14.7% | -12.5% |
| 3M | -3.4% | -31.7% | +28.4% | +1.3% |
| 6M | -12.0% | -34.0% | +21.9% | -9.5% |
| YTD | +35.3% | -58.3% | +93.6% | +56.0% |
| 1Y | +58.1% | -57.9% | +116.0% | +81.5% |
| 3Y | +127.4% | -24.1% | +151.4% | +99.9% |
| All | +114.3% | +81.4% | +32.8% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling