+641.7%
AMZN vs ADI
+631.6%
+10.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.9% |
| 7D | +2.8% | +9.5% | -6.6% | -1.5% |
| 30D | +5.0% | -1.4% | +6.3% | +4.8% |
| 3M | +0.6% | +4.7% | -4.1% | -2.7% |
| 6M | -1.3% | -7.4% | +6.1% | -0.7% |
| YTD | +15.5% | +48.1% | -32.5% | -8.2% |
| 1Y | +12.2% | +69.6% | -57.4% | -16.7% |
| 3Y | +87.0% | +144.4% | -57.4% | +10.5% |
| 5Y | +51.3% | +134.1% | -82.8% | -9.7% |
| All | +641.7% | +631.6% | +10.0% | +165.8% |
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