+13,164.2%
GOOG vs ADI
+1,552.5%
+11,611.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -1.6% | +2.6% | -4.2% | -2.7% |
| 30D | -7.7% | -4.6% | -3.0% | -5.9% |
| 3M | -9.3% | -9.5% | +0.2% | -6.3% |
| 6M | +7.4% | +14.8% | -7.4% | -0.8% |
| YTD | +4.9% | +35.8% | -31.0% | -10.5% |
| 1Y | +37.2% | +48.9% | -11.7% | +12.1% |
| 3Y | +141.6% | +115.6% | +26.1% | +59.9% |
| 5Y | +128.8% | +135.1% | -6.3% | +44.3% |
| 10Y | +772.7% | +636.4% | +136.3% | +223.2% |
| All | +13,164.2% | +1,552.5% | +11,611.7% | +2,820.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling