+121.0%
GOOG vs ADI
+144.2%
-23.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.2% |
| 7D | +3.0% | +9.5% | -6.4% | +0.5% |
| 30D | -14.9% | -1.4% | -13.5% | -15.0% |
| 3M | -14.9% | +4.7% | -19.6% | -16.6% |
| 6M | -26.6% | -7.4% | -19.2% | -26.0% |
| YTD | -6.6% | +48.1% | -54.7% | -19.0% |
| 1Y | +5.1% | +69.6% | -64.6% | -12.7% |
| 3Y | +121.0% | +144.4% | -23.4% | +60.0% |
| All | +121.0% | +144.2% | -23.3% | +60.0% |
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