+37,071.2%
ADI vs FICO
+104,095.6%
-67,024.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -16.7% | +18.3% | +5.3% |
| 7D | +0.4% | -19.2% | +19.6% | +4.7% |
| 30D | -3.8% | -14.6% | +10.8% | -1.1% |
| 3M | -15.3% | -20.1% | +4.8% | -12.7% |
| 6M | +6.7% | -36.3% | +43.0% | +13.9% |
| YTD | +34.8% | -44.9% | +79.6% | +48.0% |
| 1Y | +49.0% | -38.6% | +87.7% | +58.3% |
| 3Y | +108.1% | +4.0% | +104.1% | +91.8% |
| 5Y | +142.4% | +99.5% | +42.9% | +89.5% |
| 10Y | +589.9% | +604.7% | -14.8% | +315.2% |
| All | +37,071.2% | +104,095.6% | -67,024.4% | +11,890.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling