+616.7%
ADI vs FTI
+301.2%
+315.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.3% |
| 7D | +1.3% | -5.6% | +7.0% | +2.8% |
| 30D | -6.0% | +0.4% | -6.4% | -6.1% |
| 3M | -7.7% | +8.1% | -15.8% | -9.8% |
| 6M | +14.0% | +16.7% | -2.7% | +8.9% |
| YTD | +34.4% | +70.0% | -35.6% | +16.5% |
| 1Y | +48.0% | +85.4% | -37.5% | +25.1% |
| 3Y | +113.3% | +265.9% | -152.6% | +49.1% |
| 5Y | +131.1% | +1,072.7% | -941.7% | +14.0% |
| All | +616.7% | +301.2% | +315.5% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling