+616.7%
ADI vs FIS
-39.9%
+656.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | +1.3% | -8.9% | +10.2% | +5.1% |
| 30D | -6.0% | -9.9% | +4.0% | -2.3% |
| 3M | -7.7% | 0.0% | -7.7% | -9.4% |
| 6M | +14.0% | -22.9% | +36.9% | +23.9% |
| YTD | +34.4% | -40.9% | +75.3% | +64.5% |
| 1Y | +48.0% | -40.4% | +88.4% | +79.9% |
| 3Y | +113.3% | -25.4% | +138.7% | +127.1% |
| 5Y | +131.1% | -64.8% | +195.9% | +248.0% |
| All | +616.7% | -39.9% | +656.6% | +734.2% |
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