-22.1%
AMAT vs ADI
-8.5%
-13.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.1% | -2.4% | -0.5% |
| 7D | -24.3% | -16.7% | -7.6% | -5.9% |
| 30D | -39.8% | -14.2% | -25.6% | -27.7% |
| 3M | -40.2% | -4.1% | -36.1% | -37.1% |
| 6M | -22.1% | -10.3% | -11.8% | -9.6% |
| All | -22.1% | -8.5% | -13.6% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling