+616.7%
ADI vs FITB
+288.7%
+328.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | +1.3% | -1.0% | +2.3% | +1.8% |
| 30D | -6.0% | -5.5% | -0.5% | -3.7% |
| 3M | -7.7% | +4.1% | -11.8% | -9.6% |
| 6M | +14.0% | +18.7% | -4.8% | +5.3% |
| YTD | +34.4% | +18.2% | +16.2% | +24.0% |
| 1Y | +48.0% | +23.7% | +24.3% | +33.6% |
| 3Y | +113.3% | +130.8% | -17.5% | +47.7% |
| 5Y | +131.1% | +69.8% | +61.3% | +76.5% |
| All | +616.7% | +288.7% | +328.0% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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