+1,315.3%
AMAT vs ADI
+652.5%
+662.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.6% | +2.8% | +3.0% |
| 7D | -1.1% | -4.4% | +3.3% | +4.0% |
| 30D | -26.9% | -2.8% | -24.1% | -24.3% |
| 3M | -31.2% | +1.5% | -32.7% | -31.7% |
| 6M | -14.7% | -4.7% | -10.0% | -9.1% |
| YTD | +44.7% | +46.8% | -2.1% | +1.6% |
| 1Y | +62.0% | +74.9% | -12.9% | -3.9% |
| 3Y | +165.0% | +147.4% | +17.5% | +6.6% |
| 5Y | +147.1% | +131.9% | +15.2% | +7.7% |
| 10Y | +1,315.3% | +630.6% | +684.7% | +117.7% |
| All | +1,315.3% | +652.5% | +662.8% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling