+268.3%
AMD vs ADI
+133.6%
+134.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +8.2% | +6.6% | +6.4% |
| 7D | +6.5% | -6.3% | +12.8% | +14.9% |
| 30D | -15.3% | -3.2% | -12.1% | -10.8% |
| 3M | +9.7% | +2.8% | +7.0% | +9.0% |
| 6M | +13.2% | -5.0% | +18.2% | +22.2% |
| YTD | +140.6% | +46.3% | +94.3% | +67.7% |
| 1Y | +111.2% | +71.6% | +39.5% | +24.9% |
| 3Y | +334.4% | +139.2% | +195.3% | +64.2% |
| 5Y | +268.3% | +136.4% | +131.9% | +44.9% |
| All | +268.3% | +133.6% | +134.7% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling