+636.4%
ADI vs BP
+132.0%
+504.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | +2.6% | +4.0% | -1.4% | +1.3% |
| 30D | -4.6% | +7.8% | -12.5% | -7.1% |
| 3M | -9.5% | +8.4% | -17.9% | -12.5% |
| 6M | +14.8% | +15.1% | -0.2% | +7.7% |
| YTD | +35.8% | +36.4% | -0.6% | +19.1% |
| 1Y | +48.9% | +40.9% | +8.0% | +28.5% |
| 3Y | +115.6% | +38.8% | +76.7% | +83.9% |
| 5Y | +135.1% | +141.1% | -6.0% | +56.8% |
| 10Y | +636.4% | +133.9% | +502.5% | +401.6% |
| All | +636.4% | +132.0% | +504.4% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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