+620.2%
ADI vs FTV
+109.2%
+511.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +9.5% | +3.9% | +5.6% | +6.7% |
| 30D | -1.4% | +18.7% | -20.0% | -12.2% |
| 3M | +4.7% | +10.0% | -5.3% | -2.0% |
| 6M | -7.4% | +14.6% | -22.0% | -16.3% |
| YTD | +48.1% | +23.4% | +24.6% | +25.2% |
| 1Y | +69.6% | +31.3% | +38.3% | +37.1% |
| 3Y | +144.4% | +39.8% | +104.6% | +88.3% |
| 5Y | +134.1% | +17.7% | +116.4% | +100.2% |
| All | +620.2% | +109.2% | +511.0% | +300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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