+653.2%
ADI vs FIS
-52.2%
+705.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.7% | -2.7% | +1.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | +0.7% | -11.8% | +12.5% | +3.3% |
| 3M | +6.5% | -28.5% | +35.0% | +18.2% |
| 6M | -2.7% | -27.0% | +24.4% | +5.4% |
| YTD | +52.2% | -53.1% | +105.3% | +99.1% |
| 1Y | +77.5% | -52.8% | +130.2% | +131.3% |
| 3Y | +148.8% | -37.5% | +186.3% | +176.1% |
| 5Y | +142.9% | -71.1% | +214.0% | +284.1% |
| 10Y | +653.2% | -52.0% | +705.2% | +789.4% |
| All | +653.2% | -52.2% | +705.4% | +789.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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