+150.5%
GOOGL vs ADI
+113.3%
+37.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.1% | +2.4% | -1.4% | +0.3% |
| 30D | -4.4% | -6.6% | +2.1% | -2.6% |
| 3M | -6.8% | -9.8% | +3.0% | -4.5% |
| 6M | +13.6% | +15.7% | -2.1% | +6.6% |
| YTD | +8.3% | +35.1% | -26.8% | -3.7% |
| 1Y | +44.9% | +47.7% | -2.8% | +24.8% |
| 3Y | +150.5% | +114.5% | +36.0% | +79.8% |
| All | +150.5% | +113.3% | +37.1% | +79.8% |
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