+132.8%
AMAT vs ADI
+125.9%
+6.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.1% | -2.4% | -3.4% |
| 7D | -24.3% | -16.7% | -7.6% | -10.2% |
| 30D | -39.8% | -14.2% | -25.6% | -30.5% |
| 3M | -40.2% | -4.1% | -36.1% | -37.4% |
| 6M | -22.1% | -10.3% | -11.8% | -12.5% |
| YTD | +24.7% | +34.3% | -9.6% | +0.4% |
| 1Y | +33.3% | +54.9% | -21.6% | -4.3% |
| All | +132.8% | +125.9% | +6.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling