+54.5%
ADI vs FRMI
-78.0%
+132.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.6% |
| 7D | +2.6% | +15.9% | -13.3% | +2.0% |
| 30D | -4.6% | -6.0% | +1.3% | -4.6% |
| 3M | -9.5% | -1.6% | -7.9% | -9.8% |
| 6M | +14.8% | -30.7% | +45.6% | +14.9% |
| YTD | +35.8% | -30.9% | +66.7% | +36.6% |
| All | +54.5% | -78.0% | +132.5% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling