+38,767.3%
ADI vs BP
+1,402.1%
+37,365.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.8% |
| 7D | +4.6% | +5.2% | -0.7% | +2.6% |
| 30D | -1.2% | +8.7% | -9.9% | -4.3% |
| 3M | -7.8% | +9.3% | -17.2% | -11.4% |
| 6M | +19.3% | +13.6% | +5.8% | +12.2% |
| YTD | +40.9% | +37.7% | +3.2% | +22.6% |
| 1Y | +54.5% | +40.6% | +13.9% | +32.9% |
| 3Y | +123.4% | +40.3% | +83.1% | +89.4% |
| 5Y | +142.3% | +141.4% | +0.9% | +62.4% |
| 10Y | +664.1% | +136.1% | +528.0% | +385.1% |
| All | +38,767.3% | +1,402.1% | +37,365.2% | +11,869.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling