+141.2%
ADI vs BWA
+88.6%
+52.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.2% |
| 7D | +2.4% | +4.3% | -1.8% | +0.4% |
| 30D | -6.6% | -2.9% | -3.7% | -5.4% |
| 3M | -9.8% | -12.4% | +2.6% | -4.2% |
| 6M | +15.7% | +28.6% | -12.9% | +2.7% |
| YTD | +35.1% | +48.2% | -13.1% | +9.9% |
| 1Y | +47.7% | +50.9% | -3.2% | +18.7% |
| 3Y | +114.5% | +72.2% | +42.3% | +54.8% |
| 5Y | +141.2% | +91.1% | +50.2% | +56.3% |
| All | +141.2% | +88.6% | +52.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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