+554.3%
AMZN vs ADI
+642.5%
-88.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -1.0% | +2.6% | -3.6% | -2.2% |
| 30D | -9.2% | -4.6% | -4.6% | -7.4% |
| 3M | +3.4% | -9.5% | +12.9% | +6.7% |
| 6M | +18.2% | +14.8% | +3.4% | +7.6% |
| YTD | +9.3% | +35.8% | -26.5% | -8.7% |
| 1Y | +5.9% | +48.9% | -43.0% | -15.8% |
| 3Y | +82.6% | +115.6% | -33.0% | +15.8% |
| 5Y | +44.9% | +135.1% | -90.2% | -12.5% |
| All | +554.3% | +642.5% | -88.2% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling