+620.2%
ADI vs BP
+143.9%
+476.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -3.1% |
| 7D | +9.5% | +3.8% | +5.7% | +8.1% |
| 30D | -1.4% | -5.3% | +3.9% | +0.2% |
| 3M | +4.7% | +9.3% | -4.5% | +1.2% |
| 6M | -7.4% | +7.2% | -14.6% | -10.6% |
| YTD | +48.1% | +38.0% | +10.0% | +28.8% |
| 1Y | +69.6% | +33.2% | +36.4% | +49.2% |
| 3Y | +144.4% | +50.3% | +94.1% | +102.2% |
| 5Y | +134.1% | +114.1% | +20.0% | +63.5% |
| All | +620.2% | +143.9% | +476.3% | +397.2% |
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