+1,689.1%
ADI vs FN
+3,620.5%
-1,931.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.8% |
| 7D | +0.4% | -1.7% | +2.1% | +0.9% |
| 30D | -3.8% | -22.0% | +18.2% | +1.6% |
| 3M | -15.3% | -43.0% | +27.7% | -3.8% |
| 6M | +6.7% | -27.7% | +34.4% | +12.2% |
| YTD | +34.8% | -10.5% | +45.3% | +32.6% |
| 1Y | +49.0% | +12.5% | +36.5% | +37.0% |
| 3Y | +108.1% | +153.8% | -45.7% | +47.0% |
| 5Y | +142.4% | +288.0% | -145.6% | +49.5% |
| 10Y | +589.9% | +906.4% | -316.5% | +238.1% |
| All | +1,689.1% | +3,620.5% | -1,931.4% | +627.9% |
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