-40.2%
AMAT vs ADI
-4.6%
-35.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.1% | -2.4% | -1.6% |
| 7D | -24.3% | -16.7% | -7.6% | -7.7% |
| 30D | -39.8% | -14.2% | -25.6% | -28.6% |
| 3M | -40.2% | -4.1% | -36.1% | -36.8% |
| All | -40.2% | -4.6% | -35.6% | -36.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling