+114.5%
ADI vs FIS
-22.6%
+137.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +1.3% |
| 7D | +2.4% | -3.5% | +5.9% | +3.0% |
| 30D | -6.6% | -7.8% | +1.3% | -5.4% |
| 3M | -9.8% | +0.8% | -10.6% | -11.0% |
| 6M | +15.7% | -21.9% | +37.6% | +22.4% |
| YTD | +35.1% | -39.5% | +74.6% | +58.0% |
| 1Y | +47.7% | -41.0% | +88.7% | +74.1% |
| 3Y | +114.5% | -23.6% | +138.1% | +124.3% |
| All | +114.5% | -22.6% | +137.1% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling