+137.9%
AMAT vs ADI
+124.8%
+13.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.6% |
| 7D | -14.7% | -12.8% | -1.9% | -3.0% |
| 30D | -36.1% | -11.3% | -24.8% | -28.3% |
| 3M | -36.9% | -3.4% | -33.5% | -34.4% |
| 6M | -22.2% | -12.0% | -10.2% | -11.3% |
| YTD | +29.9% | +35.3% | -5.3% | +4.0% |
| 1Y | +43.3% | +58.1% | -14.8% | +1.1% |
| All | +137.9% | +124.8% | +13.1% | +22.5% |
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