+60.3%
ADI vs FRMI
-78.1%
+138.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.8% | +4.8% |
| 7D | +4.6% | +7.4% | -2.9% | +4.2% |
| 30D | -1.2% | -27.6% | +26.5% | -0.1% |
| 3M | -7.8% | -20.9% | +13.1% | -7.5% |
| 6M | +19.3% | -36.6% | +55.9% | +19.6% |
| YTD | +40.9% | -31.3% | +72.2% | +41.8% |
| All | +60.3% | -78.1% | +138.4% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling