+85.2%
ADI vs FIG
-77.7%
+163.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +13.4% | +2.6% | +10.8% | +13.4% |
| 30D | -1.3% | -13.1% | +11.7% | -1.2% |
| 3M | +6.8% | -20.3% | +27.1% | +6.9% |
| 6M | -1.9% | -2.1% | +0.2% | -2.1% |
| YTD | +52.3% | -49.4% | +101.6% | +57.6% |
| 1Y | +71.6% | -57.0% | +128.6% | +78.8% |
| All | +85.2% | -77.7% | +163.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling