+56.0%
AMZN vs ADI
+133.3%
-77.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +8.0% | -6.3% | +14.4% | +10.8% |
| 30D | +3.2% | -3.2% | +6.4% | +4.0% |
| 3M | -2.6% | +2.8% | -5.3% | -5.1% |
| 6M | -0.7% | -5.0% | +4.4% | -1.3% |
| YTD | +17.4% | +46.3% | -29.0% | -9.4% |
| 1Y | +9.0% | +71.6% | -62.6% | -23.3% |
| 3Y | +88.7% | +139.2% | -50.5% | -1.5% |
| All | +56.0% | +133.3% | -77.3% | -20.3% |
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 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