+1,695.6%
ADI vs FN
+2,887.5%
-1,191.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -11.0% | -2.3% |
| 7D | -12.8% | 0.0% | -12.8% | -13.2% |
| 30D | -11.3% | -34.3% | +23.0% | -2.1% |
| 3M | -3.4% | -39.9% | +36.5% | +8.0% |
| 6M | -12.0% | -51.8% | +39.8% | +2.6% |
| YTD | +35.3% | -28.1% | +63.4% | +39.3% |
| 1Y | +58.1% | -29.1% | +87.1% | +62.3% |
| 3Y | +127.4% | +102.4% | +24.9% | +68.7% |
| 5Y | +114.6% | +171.7% | -57.1% | +43.5% |
| 10Y | +589.3% | +773.5% | -184.2% | +249.8% |
| All | +1,695.6% | +2,887.5% | -1,191.9% | +664.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling