+620.2%
ADI vs FN
+700.1%
-80.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | -0.4% |
| 7D | +9.5% | +0.3% | +9.2% | +9.3% |
| 30D | -1.4% | -16.5% | +15.1% | +3.5% |
| 3M | +4.7% | -42.1% | +46.8% | +21.7% |
| 6M | -7.4% | -52.9% | +45.5% | +12.8% |
| YTD | +48.1% | -28.0% | +76.0% | +51.7% |
| 1Y | +69.6% | -18.5% | +88.1% | +65.6% |
| 3Y | +144.4% | +93.9% | +50.5% | +60.3% |
| 5Y | +134.1% | +170.5% | -36.4% | +28.3% |
| All | +620.2% | +700.1% | -80.0% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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