+142.1%
GOOG vs ADI
+110.8%
+31.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.9% |
| 30D | -3.6% | -6.0% | +2.3% | -1.9% |
| 3M | -6.4% | -7.7% | +1.3% | -4.8% |
| 6M | +7.8% | +14.0% | -6.2% | +1.7% |
| YTD | +5.5% | +34.4% | -28.9% | -5.9% |
| 1Y | +38.3% | +48.0% | -9.7% | +19.1% |
| All | +142.1% | +110.8% | +31.3% | +74.3% |
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