+90.0%
AMZN vs ADI
+141.4%
-51.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +8.0% | -6.3% | +14.4% | +10.0% |
| 30D | +3.2% | -3.2% | +6.4% | +3.8% |
| 3M | -2.6% | +2.8% | -5.3% | -4.2% |
| 6M | -0.7% | -5.0% | +4.4% | -0.9% |
| YTD | +17.4% | +46.3% | -29.0% | -2.7% |
| 1Y | +9.0% | +71.6% | -62.6% | -15.5% |
| All | +90.0% | +141.4% | -51.4% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling