+651.5%
ADI vs BRO
+294.2%
+357.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +4.6% | -7.3% | +11.9% | +7.9% |
| 30D | -1.2% | -6.9% | +5.7% | +1.5% |
| 3M | -7.8% | +10.7% | -18.5% | -14.0% |
| 6M | +19.3% | -2.7% | +22.0% | +17.5% |
| YTD | +40.9% | -16.3% | +57.2% | +49.0% |
| 1Y | +54.5% | -29.1% | +83.6% | +77.7% |
| 3Y | +123.4% | -7.8% | +131.3% | +112.5% |
| 5Y | +142.3% | +18.7% | +123.6% | +89.2% |
| All | +651.5% | +294.2% | +357.3% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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