+203.0%
AMAT vs ADI
+109.2%
+93.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +2.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | -14.8% | -3.8% | -11.0% | -11.8% |
| 3M | -9.3% | -15.3% | +6.0% | +6.3% |
| 6M | +27.4% | +6.7% | +20.7% | +22.8% |
| YTD | +77.6% | +34.8% | +42.8% | +41.4% |
| 1Y | +188.9% | +49.0% | +139.9% | +112.0% |
| All | +203.0% | +109.2% | +93.8% | +68.7% |
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 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