+11,791.0%
GOOGL vs ADI
+1,701.5%
+10,089.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.2% |
| 7D | +3.9% | +9.5% | -5.6% | -0.2% |
| 30D | -14.9% | -1.4% | -13.5% | -15.1% |
| 3M | -14.6% | +4.7% | -19.3% | -17.3% |
| 6M | -26.4% | -7.4% | -19.0% | -26.0% |
| YTD | -5.3% | +48.1% | -53.4% | -23.1% |
| 1Y | +6.5% | +69.6% | -63.2% | -18.7% |
| 3Y | +126.0% | +144.4% | -18.3% | +39.6% |
| 5Y | +100.8% | +134.1% | -33.3% | +25.5% |
| 10Y | +673.8% | +632.8% | +41.0% | +183.4% |
| All | +11,791.0% | +1,701.5% | +10,089.5% | +2,391.8% |
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 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