+95.5%
AMD vs ADI
+76.5%
+18.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +4.1% |
| 7D | -15.5% | -5.1% | -10.4% | -10.9% |
| 30D | -22.6% | -3.1% | -19.6% | -19.9% |
| 3M | -5.7% | +7.1% | -12.9% | -10.8% |
| 6M | +43.1% | +2.9% | +40.2% | +42.8% |
| YTD | +128.2% | +51.1% | +77.1% | +79.3% |
| 1Y | +95.5% | +79.3% | +16.2% | +27.0% |
| All | +95.5% | +76.5% | +18.9% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling