+624.3%
ADI vs BAX
-36.6%
+660.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +2.6% | -5.1% | +7.7% | +4.6% |
| 30D | -4.6% | -12.2% | +7.5% | -0.1% |
| 3M | -9.5% | +21.8% | -31.3% | -17.2% |
| 6M | +14.8% | +36.3% | -21.5% | -0.2% |
| YTD | +35.8% | +27.8% | +8.0% | +19.9% |
| 1Y | +48.9% | -0.1% | +49.0% | +43.8% |
| 3Y | +115.6% | -33.3% | +148.9% | +137.9% |
| 5Y | +135.1% | -67.1% | +202.2% | +251.7% |
| All | +624.3% | -36.6% | +660.9% | +721.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling