+37,071.1%
ADI vs FITB
+2,855.6%
+34,215.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -3.8% | -4.7% | +0.9% | -2.6% |
| 3M | -15.3% | +6.7% | -21.9% | -16.7% |
| 6M | +6.7% | +12.6% | -5.9% | +3.4% |
| YTD | +34.8% | +19.1% | +15.7% | +28.6% |
| 1Y | +49.0% | +22.6% | +26.4% | +41.0% |
| 3Y | +108.1% | +127.1% | -19.0% | +69.2% |
| 5Y | +142.4% | +71.8% | +70.6% | +108.0% |
| 10Y | +589.9% | +287.2% | +302.7% | +372.4% |
| All | +37,071.1% | +2,855.6% | +34,215.5% | +10,387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling