+63.9%
ADI vs FIG
-71.6%
+135.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.6% |
| 7D | +0.4% | -16.3% | +16.7% | +0.3% |
| 30D | -3.8% | -14.3% | +10.5% | -3.8% |
| 3M | -15.3% | +7.2% | -22.4% | -14.6% |
| 6M | +6.7% | -18.6% | +25.3% | +9.3% |
| YTD | +34.8% | -35.5% | +70.2% | +39.5% |
| 1Y | +49.0% | -55.8% | +104.8% | +57.4% |
| All | +63.9% | -71.6% | +135.6% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling