-11.8%
BA vs ADI
+56.5%
-68.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.1% | -12.8% | +13.9% | +3.6% |
| 30D | -7.9% | -11.3% | +3.4% | -6.1% |
| 3M | -25.3% | -3.4% | -22.0% | -25.5% |
| 6M | -24.6% | -12.0% | -12.6% | -23.6% |
| YTD | -20.1% | +35.3% | -55.4% | -29.7% |
| 1Y | -11.8% | +58.1% | -69.8% | -29.4% |
| All | -11.8% | +56.5% | -68.3% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling