+579.4%
ADI vs FN
+753.0%
-173.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -11.0% | -3.0% |
| 7D | -12.8% | 0.0% | -12.8% | -13.3% |
| 30D | -11.3% | -34.3% | +23.0% | +0.2% |
| 3M | -3.4% | -39.9% | +36.5% | +10.8% |
| 6M | -12.0% | -51.8% | +39.8% | +6.4% |
| YTD | +35.3% | -28.1% | +63.4% | +38.8% |
| 1Y | +58.1% | -29.1% | +87.1% | +61.5% |
| 3Y | +127.4% | +102.4% | +24.9% | +46.9% |
| 5Y | +114.6% | +171.7% | -57.1% | +17.6% |
| All | +579.4% | +753.0% | -173.6% | +145.6% |
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