+115.3%
ADI vs FTV
-3.3%
+118.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.3% |
| 7D | +2.6% | -1.3% | +3.9% | +3.5% |
| 30D | -4.6% | -9.5% | +4.9% | +1.8% |
| 3M | -9.5% | -10.9% | +1.4% | -2.9% |
| 6M | +14.8% | -0.6% | +15.5% | +13.7% |
| YTD | +35.8% | +1.4% | +34.4% | +30.5% |
| 1Y | +48.9% | +17.6% | +31.3% | +26.2% |
| All | +115.3% | -3.3% | +118.6% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling