+113.1%
ADI vs BKR
+69.4%
+43.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.6% | +1.6% |
| 7D | +1.3% | -6.7% | +8.0% | +4.0% |
| 30D | -6.0% | -8.3% | +2.4% | -2.8% |
| 3M | -7.7% | -5.4% | -2.3% | -6.1% |
| 6M | +14.0% | +0.8% | +13.2% | +12.5% |
| YTD | +34.4% | +31.8% | +2.5% | +18.2% |
| 1Y | +48.0% | +28.6% | +19.4% | +30.9% |
| All | +113.1% | +69.4% | +43.6% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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