+1,367.2%
ADI vs FTI
+2,165.1%
-797.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.4% | +5.3% | -4.8% | -1.1% |
| 30D | -3.8% | +15.3% | -19.1% | -7.8% |
| 3M | -15.3% | +15.8% | -31.0% | -19.0% |
| 6M | +6.7% | +22.6% | -15.9% | -0.1% |
| YTD | +34.8% | +79.5% | -44.8% | +12.7% |
| 1Y | +49.0% | +102.0% | -53.0% | +20.0% |
| 3Y | +108.1% | +315.8% | -207.7% | +32.6% |
| 5Y | +142.4% | +1,129.5% | -987.1% | +5.1% |
| 10Y | +589.9% | +320.9% | +269.0% | +247.3% |
| All | +1,367.2% | +2,165.1% | -797.9% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling