+247.2%
AMAT vs ADI
+142.1%
+105.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +2.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -14.8% | -3.8% | -11.0% | -11.6% |
| 3M | -9.3% | -15.3% | +6.0% | +8.0% |
| 6M | +27.4% | +6.7% | +20.7% | +21.5% |
| YTD | +77.6% | +34.8% | +42.8% | +35.7% |
| 1Y | +188.9% | +49.0% | +139.9% | +100.7% |
| 3Y | +202.3% | +108.1% | +94.2% | +44.0% |
| All | +247.2% | +142.1% | +105.1% | +39.8% |
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