+9,703.6%
AMD vs ADI
+36,006.1%
-26,302.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.1% | -6.1% | -10.2% |
| 7D | -28.6% | -16.7% | -11.9% | -19.1% |
| 30D | -37.7% | -14.2% | -23.6% | -30.6% |
| 3M | -16.1% | -4.1% | -12.0% | -12.7% |
| 6M | +13.8% | -10.3% | +24.1% | +25.5% |
| YTD | +88.8% | +34.3% | +54.5% | +60.0% |
| 1Y | +57.8% | +54.9% | +2.9% | +22.2% |
| 3Y | +260.3% | +125.3% | +135.0% | +121.0% |
| 5Y | +196.6% | +113.1% | +83.5% | +98.0% |
| 10Y | +6,064.6% | +584.5% | +5,480.1% | +2,006.9% |
| All | +9,703.6% | +36,006.1% | -26,302.5% | +379.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling