+653.2%
ADI vs BP
+133.4%
+519.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.5% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +0.7% | -3.1% | +3.8% | +1.6% |
| 3M | +6.5% | +6.2% | +0.3% | +3.9% |
| 6M | -2.7% | +4.8% | -7.5% | -5.3% |
| YTD | +52.2% | +35.2% | +17.0% | +33.3% |
| 1Y | +77.5% | +27.4% | +50.0% | +58.5% |
| 3Y | +148.8% | +49.8% | +99.0% | +105.9% |
| 5Y | +142.9% | +109.4% | +33.5% | +71.0% |
| 10Y | +653.2% | +135.7% | +517.5% | +426.7% |
| All | +653.2% | +133.4% | +519.8% | +426.7% |
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