+37,205.6%
ADI vs FICO
+78,645.2%
-41,439.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 3M | -3.4% | -31.7% | +28.4% | +2.0% |
| 6M | -12.0% | -34.0% | +21.9% | -8.1% |
| YTD | +35.3% | -58.3% | +93.6% | +54.5% |
| 1Y | +58.1% | -57.9% | +116.0% | +79.9% |
| 3Y | +127.4% | -24.1% | +151.4% | +119.9% |
| 5Y | +114.6% | +85.3% | +29.3% | +66.7% |
| 10Y | +589.3% | +520.3% | +69.1% | +319.2% |
| All | +37,205.6% | +78,645.2% | -41,439.6% | +12,411.2% |
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 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