+96,674.4%
AMAT vs ADI
+36,006.1%
+60,668.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.1% | -2.4% | -6.3% |
| 7D | -24.3% | -16.7% | -7.6% | -14.2% |
| 30D | -39.8% | -14.2% | -25.6% | -33.1% |
| 3M | -40.2% | -4.1% | -36.1% | -38.0% |
| 6M | -22.1% | -10.3% | -11.8% | -14.5% |
| YTD | +24.7% | +34.3% | -9.6% | +5.5% |
| 1Y | +33.3% | +54.9% | -21.6% | +2.9% |
| 3Y | +133.9% | +125.3% | +8.6% | +41.7% |
| 5Y | +117.1% | +113.1% | +4.0% | +41.2% |
| 10Y | +1,158.7% | +584.5% | +574.1% | +325.1% |
| All | +96,674.4% | +36,006.1% | +60,668.3% | +3,479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling