+337.5%
AMD vs ADI
+142.1%
+195.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +3.1% |
| 7D | +2.6% | +0.4% | +2.1% | +2.2% |
| 30D | -0.9% | -3.8% | +2.9% | +2.9% |
| 3M | -8.7% | -15.3% | +6.5% | +8.6% |
| 6M | +136.3% | +6.7% | +129.7% | +124.4% |
| YTD | +123.0% | +34.8% | +88.2% | +65.9% |
| 1Y | +195.2% | +49.0% | +146.1% | +97.2% |
| 3Y | +336.3% | +108.1% | +228.3% | +90.8% |
| All | +337.5% | +142.1% | +195.4% | +67.1% |
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