+126.2%
ADI vs BROS
+43.3%
+82.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +0.4% | -6.7% | +7.1% | +1.5% |
| 30D | -3.8% | -29.1% | +25.3% | +1.2% |
| 3M | -15.3% | -16.7% | +1.4% | -13.6% |
| 6M | +6.7% | -11.6% | +18.3% | +7.2% |
| YTD | +34.8% | -23.9% | +58.7% | +38.4% |
| 1Y | +49.0% | -34.8% | +83.8% | +56.3% |
| 3Y | +108.1% | +62.1% | +46.0% | +83.3% |
| All | +126.2% | +43.3% | +82.9% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling