+692.2%
ADI vs FTV
+90.8%
+601.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.3% |
| 7D | +0.4% | -4.5% | +4.9% | +3.5% |
| 30D | -3.8% | -7.1% | +3.3% | +1.0% |
| 3M | -15.3% | -7.2% | -8.1% | -11.5% |
| 6M | +6.7% | -1.5% | +8.2% | +6.7% |
| YTD | +34.8% | +3.5% | +31.3% | +28.8% |
| 1Y | +49.0% | +20.3% | +28.7% | +27.5% |
| 3Y | +108.1% | -3.1% | +111.2% | +106.1% |
| 5Y | +142.4% | +2.3% | +140.1% | +128.8% |
| 10Y | +589.9% | +76.3% | +513.6% | +380.7% |
| All | +692.2% | +90.8% | +601.4% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling