+48.0%
ADI vs BAX
-0.8%
+48.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | +1.3% | -5.4% | +6.8% | +2.3% |
| 30D | -6.0% | -12.4% | +6.4% | -3.8% |
| 3M | -7.7% | +19.1% | -26.8% | -11.9% |
| 6M | +14.0% | +38.6% | -24.6% | +3.7% |
| YTD | +34.4% | +26.7% | +7.7% | +24.5% |
| 1Y | +48.0% | +1.0% | +46.9% | +38.4% |
| All | +48.0% | -0.8% | +48.8% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling