+88.9%
AMD vs ADI
+56.5%
+32.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.3% |
| 7D | -11.0% | -12.8% | +1.8% | +2.8% |
| 30D | -30.5% | -11.3% | -19.1% | -20.4% |
| 3M | -8.2% | -3.4% | -4.9% | -2.7% |
| 6M | +6.6% | -12.0% | +18.6% | +22.7% |
| YTD | +109.7% | +35.3% | +74.4% | +90.5% |
| 1Y | +88.9% | +58.1% | +30.8% | +47.8% |
| All | +88.9% | +56.5% | +32.4% | +47.8% |
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