+651.5%
ADI vs FLR
+19.7%
+631.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.6% | +4.6% |
| 7D | +4.6% | -3.5% | +8.1% | +5.3% |
| 30D | -1.2% | +4.2% | -5.3% | -2.1% |
| 3M | -7.8% | +8.1% | -15.9% | -9.5% |
| 6M | +19.3% | +21.5% | -2.2% | +13.9% |
| YTD | +40.9% | +36.8% | +4.2% | +31.2% |
| 1Y | +54.5% | +31.2% | +23.3% | +44.6% |
| 3Y | +123.4% | +53.9% | +69.5% | +97.5% |
| 5Y | +142.3% | +243.0% | -100.7% | +83.0% |
| All | +651.5% | +19.7% | +631.8% | +487.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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