+7,601.2%
AMD vs ADI
+635.8%
+6,965.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | +6.5% | -6.3% | +12.8% | +14.3% |
| 30D | -15.3% | -3.2% | -12.1% | -11.1% |
| 3M | +9.7% | +2.8% | +7.0% | +9.1% |
| 6M | +13.2% | -5.0% | +18.2% | +21.9% |
| YTD | +140.6% | +46.3% | +94.3% | +72.1% |
| 1Y | +111.2% | +71.6% | +39.5% | +29.9% |
| 3Y | +334.4% | +139.2% | +195.3% | +87.8% |
| 5Y | +268.3% | +136.4% | +131.9% | +66.7% |
| All | +7,601.2% | +635.8% | +6,965.4% | +1,173.7% |
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