+1,359.7%
ADI vs FIS
+374.5%
+985.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +0.4% | +1.1% | -0.7% | -0.1% |
| 30D | -3.8% | -2.2% | -1.6% | -3.2% |
| 3M | -15.3% | +2.1% | -17.4% | -17.4% |
| 6M | +6.7% | -14.7% | +21.4% | +11.2% |
| YTD | +34.8% | -35.7% | +70.5% | +59.2% |
| 1Y | +49.0% | -37.1% | +86.1% | +77.4% |
| 3Y | +108.1% | -20.0% | +128.1% | +116.6% |
| 5Y | +142.4% | -62.1% | +204.6% | +239.0% |
| 10Y | +589.9% | -37.4% | +627.3% | +651.5% |
| All | +1,359.7% | +374.5% | +985.2% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling