+188.9%
AMAT vs ADI
+50.9%
+138.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +2.6% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -14.8% | -3.8% | -11.0% | -11.4% |
| 3M | -9.3% | -15.3% | +6.0% | +7.7% |
| 6M | +27.4% | +6.7% | +20.7% | +21.7% |
| YTD | +77.6% | +34.8% | +42.8% | +40.0% |
| 1Y | +188.9% | +49.0% | +139.9% | +109.1% |
| All | +188.9% | +50.9% | +138.0% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling