+136.4%
ADI vs FN
+194.7%
-58.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.4% | +1.0% |
| 7D | -6.3% | -4.1% | -2.2% | -5.3% |
| 30D | -3.2% | -28.3% | +25.2% | +5.3% |
| 3M | +2.8% | -33.9% | +36.6% | +13.0% |
| 6M | -5.0% | -43.9% | +38.9% | +7.8% |
| YTD | +46.3% | -23.4% | +69.8% | +47.7% |
| 1Y | +71.6% | -25.4% | +97.1% | +73.2% |
| 3Y | +139.2% | +107.9% | +31.3% | +61.5% |
| 5Y | +136.4% | +195.1% | -58.7% | +30.2% |
| All | +136.4% | +194.7% | -58.3% | +30.2% |
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