+128.0%
ADI vs BROS
+38.3%
+89.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | +2.6% | -6.6% | +9.2% | +3.7% |
| 30D | -4.6% | -12.3% | +7.7% | -2.7% |
| 3M | -9.5% | -22.2% | +12.7% | -6.7% |
| 6M | +14.8% | -14.3% | +29.1% | +16.0% |
| YTD | +35.8% | -26.6% | +62.4% | +40.3% |
| 1Y | +48.9% | -31.5% | +80.4% | +55.0% |
| 3Y | +115.6% | +62.3% | +53.3% | +90.0% |
| All | +128.0% | +38.3% | +89.6% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling