+141.2%
ADI vs BP
+131.3%
+10.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -0.3% |
| 7D | +2.4% | +0.9% | +1.5% | +2.2% |
| 30D | -6.6% | +9.1% | -15.7% | -8.5% |
| 3M | -9.8% | +3.9% | -13.7% | -10.9% |
| 6M | +15.7% | +13.6% | +2.0% | +10.6% |
| YTD | +35.1% | +34.0% | +1.1% | +22.5% |
| 1Y | +47.7% | +39.2% | +8.5% | +31.9% |
| 3Y | +114.5% | +36.4% | +78.0% | +88.8% |
| 5Y | +141.2% | +135.8% | +5.4% | +85.1% |
| All | +141.2% | +131.3% | +10.0% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling