+114.5%
ADI vs BROS
+64.7%
+49.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.4% | -0.9% | +3.4% | +2.6% |
| 30D | -6.6% | -13.5% | +6.9% | -4.3% |
| 3M | -9.8% | -18.4% | +8.6% | -7.8% |
| 6M | +15.7% | -10.6% | +26.3% | +15.6% |
| YTD | +35.1% | -25.1% | +60.2% | +39.2% |
| 1Y | +47.7% | -28.6% | +76.3% | +52.7% |
| 3Y | +114.5% | +65.6% | +48.9% | +86.2% |
| All | +114.5% | +64.7% | +49.8% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling