+195.2%
AMD vs ADI
+50.9%
+144.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +3.3% |
| 7D | +2.6% | +0.4% | +2.1% | +2.2% |
| 30D | -0.9% | -3.8% | +2.9% | +2.5% |
| 3M | -8.7% | -15.3% | +6.5% | +4.5% |
| 6M | +136.3% | +6.7% | +129.7% | +137.6% |
| YTD | +123.0% | +34.8% | +88.2% | +97.9% |
| 1Y | +195.2% | +49.0% | +146.1% | +134.9% |
| All | +195.2% | +50.9% | +144.2% | +134.9% |
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