+13.8%
AMD vs ADI
-8.5%
+22.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.1% | -6.1% | -2.9% |
| 7D | -28.6% | -16.7% | -11.9% | -9.0% |
| 30D | -37.7% | -14.2% | -23.6% | -23.3% |
| 3M | -16.1% | -4.1% | -12.0% | -9.8% |
| 6M | +13.8% | -10.3% | +24.1% | +34.2% |
| All | +13.8% | -8.5% | +22.3% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling