+7,765.4%
AMD vs ADI
+631.6%
+7,133.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -6.0% | -6.1% |
| 7D | +18.9% | +9.5% | +9.5% | +10.0% |
| 30D | -6.4% | -1.4% | -5.1% | -3.3% |
| 3M | +10.6% | +4.7% | +5.8% | +8.3% |
| 6M | +19.9% | -7.4% | +27.3% | +32.7% |
| YTD | +149.4% | +48.1% | +101.3% | +77.0% |
| 1Y | +115.4% | +69.6% | +45.7% | +34.1% |
| 3Y | +357.3% | +144.4% | +212.9% | +94.2% |
| 5Y | +261.1% | +134.1% | +127.0% | +65.0% |
| All | +7,765.4% | +631.6% | +7,133.8% | +1,194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling