+651.5%
ADI vs AMCR
+14.6%
+636.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +5.6% |
| 7D | +4.6% | -6.3% | +10.8% | +7.6% |
| 30D | -1.2% | -7.8% | +6.6% | +2.3% |
| 3M | -7.8% | +7.5% | -15.3% | -11.6% |
| 6M | +19.3% | +2.7% | +16.7% | +16.3% |
| YTD | +40.9% | +6.0% | +34.9% | +34.6% |
| 1Y | +54.5% | +7.8% | +46.7% | +46.1% |
| 3Y | +123.4% | +5.8% | +117.6% | +109.9% |
| 5Y | +142.3% | -11.6% | +153.9% | +146.9% |
| All | +651.5% | +14.6% | +636.9% | +527.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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