+158.2%
AMAT vs ADI
+133.6%
+24.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.9% |
| 7D | -2.5% | -6.3% | +3.9% | +4.5% |
| 30D | -26.5% | -3.2% | -23.4% | -23.7% |
| 3M | -28.6% | +2.8% | -31.3% | -30.0% |
| 6M | -14.2% | -5.0% | -9.2% | -8.4% |
| YTD | +45.5% | +46.3% | -0.8% | +3.3% |
| 1Y | +59.3% | +71.6% | -12.3% | -2.7% |
| 3Y | +153.1% | +139.2% | +13.9% | +4.8% |
| 5Y | +158.2% | +136.4% | +21.7% | +11.8% |
| All | +158.2% | +133.6% | +24.5% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling