+132.5%
GOOGL vs ADI
+143.1%
-10.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -1.9% | +2.6% | -4.5% | -3.0% |
| 30D | -7.5% | -4.6% | -2.8% | -5.7% |
| 3M | -9.2% | -9.5% | +0.3% | -6.2% |
| 6M | +8.1% | +14.8% | -6.8% | -1.0% |
| YTD | +5.8% | +35.8% | -30.0% | -10.8% |
| 1Y | +38.3% | +48.9% | -10.6% | +11.1% |
| 3Y | +144.8% | +115.6% | +29.2% | +49.5% |
| 5Y | +132.5% | +135.1% | -2.6% | +24.9% |
| All | +132.5% | +143.1% | -10.5% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling