+26.8%
BA vs ADI
+665.3%
-638.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.4% |
| 7D | -1.4% | +0.7% | -2.1% | -2.4% |
| 30D | -7.9% | +0.7% | -8.6% | -9.5% |
| 3M | -25.2% | +6.5% | -31.7% | -28.8% |
| 6M | -26.7% | -2.7% | -24.1% | -28.2% |
| YTD | -19.6% | +52.2% | -71.8% | -39.1% |
| 1Y | -10.6% | +77.5% | -88.0% | -38.0% |
| 3Y | -11.2% | +148.8% | -160.0% | -52.4% |
| 5Y | -20.4% | +142.9% | -163.3% | -58.0% |
| 10Y | +26.8% | +653.2% | -626.5% | -59.4% |
| All | +26.8% | +665.3% | -638.5% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling