+36,943.9%
ADI vs FICO
+78,963.7%
-42,019.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.9% | -12.0% | -11.3% |
| 7D | -16.7% | -0.3% | -16.4% | -16.7% |
| 30D | -14.2% | +1.7% | -15.9% | -15.1% |
| 3M | -4.1% | -35.2% | +31.1% | +2.3% |
| 6M | -10.3% | -33.7% | +23.4% | -6.4% |
| YTD | +34.3% | -58.2% | +92.5% | +53.3% |
| 1Y | +54.9% | -56.6% | +111.5% | +75.0% |
| 3Y | +125.3% | -24.0% | +149.3% | +117.8% |
| 5Y | +113.1% | +86.1% | +27.0% | +65.4% |
| 10Y | +584.5% | +522.8% | +61.7% | +315.9% |
| All | +36,943.9% | +78,963.7% | -42,019.8% | +12,312.9% |
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