+148.5%
ADI vs BROS
+10.5%
+138.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.5% | -9.3% | -3.9% |
| 7D | +9.5% | +6.3% | +3.2% | +8.3% |
| 30D | -1.4% | -8.3% | +7.0% | -0.1% |
| 3M | +4.7% | -29.8% | +34.5% | +10.6% |
| 6M | -7.4% | -25.8% | +18.4% | -4.3% |
| YTD | +48.1% | -41.4% | +89.4% | +58.2% |
| 1Y | +69.6% | -35.2% | +104.8% | +78.0% |
| 3Y | +144.4% | +32.8% | +111.6% | +122.3% |
| 5Y | +134.1% | -42.2% | +176.3% | +123.6% |
| All | +148.5% | +10.5% | +138.1% | +135.8% |
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