+47.5%
AMZN vs ADI
+141.8%
-94.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +0.8% | +2.4% | -1.6% | -0.4% |
| 30D | -6.4% | -6.6% | +0.2% | -3.4% |
| 3M | +4.8% | -9.8% | +14.6% | +8.5% |
| 6M | +20.5% | +15.7% | +4.9% | +7.4% |
| YTD | +11.3% | +35.1% | -23.8% | -9.6% |
| 1Y | +9.0% | +47.7% | -38.7% | -16.3% |
| 3Y | +85.9% | +114.5% | -28.6% | +4.9% |
| All | +47.5% | +141.8% | -94.3% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling