+780.7%
GOOG vs ADI
+670.4%
+110.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.3% | -0.6% |
| 7D | 0.0% | +4.6% | -4.5% | -2.0% |
| 30D | -2.0% | -1.2% | -0.8% | -1.6% |
| 3M | -5.9% | -7.8% | +2.0% | -3.4% |
| 6M | +8.9% | +19.3% | -10.4% | -1.9% |
| YTD | +7.1% | +40.9% | -33.8% | -11.2% |
| 1Y | +39.7% | +54.5% | -14.8% | +10.4% |
| 3Y | +145.8% | +123.4% | +22.4% | +53.3% |
| 5Y | +138.6% | +142.3% | -3.7% | +40.3% |
| All | +780.7% | +670.4% | +110.2% | +212.5% |
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