+115.3%
ADI vs AME
+55.9%
+59.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | +2.6% | +1.3% | +1.3% | +1.4% |
| 30D | -4.6% | -6.6% | +1.9% | +1.2% |
| 3M | -9.5% | +3.0% | -12.5% | -11.5% |
| 6M | +14.8% | +5.3% | +9.5% | +10.4% |
| YTD | +35.8% | +15.4% | +20.4% | +21.1% |
| 1Y | +48.9% | +26.8% | +22.1% | +22.6% |
| All | +115.3% | +55.9% | +59.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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