-11.8%
BA vs ADI
+143.5%
-155.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | 0.0% | -6.3% | +6.4% | +1.9% |
| 30D | -8.9% | -3.2% | -5.8% | -8.6% |
| 3M | -25.5% | +2.8% | -28.3% | -27.0% |
| 6M | -27.0% | -5.0% | -21.9% | -27.1% |
| YTD | -20.1% | +46.3% | -66.5% | -33.5% |
| 1Y | -11.0% | +71.6% | -82.6% | -30.7% |
| 3Y | -11.8% | +139.2% | -151.0% | -38.0% |
| All | -11.8% | +143.5% | -155.3% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling