+123.4%
ADI vs GILD
+108.6%
+14.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.6% | +5.0% |
| 7D | +4.6% | -4.8% | +9.4% | +5.5% |
| 30D | -1.2% | +5.8% | -6.9% | -2.3% |
| 3M | -7.8% | +14.9% | -22.7% | -10.8% |
| 6M | +19.3% | -0.4% | +19.7% | +19.4% |
| YTD | +40.9% | +18.5% | +22.4% | +35.5% |
| 1Y | +54.5% | +25.1% | +29.4% | +46.6% |
| 3Y | +123.4% | +105.9% | +17.5% | +92.2% |
| All | +123.4% | +108.6% | +14.9% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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