+141.2%
ADI vs FN
+289.0%
-147.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.7% |
| 7D | +0.4% | -1.7% | +2.1% | +0.9% |
| 30D | -3.8% | -22.0% | +18.2% | +2.2% |
| 3M | -15.3% | -43.0% | +27.7% | -2.6% |
| 6M | +6.7% | -27.7% | +34.4% | +12.6% |
| YTD | +34.8% | -10.5% | +45.3% | +31.8% |
| 1Y | +49.0% | +12.5% | +36.5% | +34.5% |
| 3Y | +108.1% | +153.8% | -45.7% | +34.7% |
| All | +141.2% | +289.0% | -147.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling