-4.6%
BA vs ADI
+109.2%
-113.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | +1.2% | +0.4% | +0.7% | +1.0% |
| 30D | -11.6% | -3.8% | -7.8% | -10.5% |
| 3M | -2.4% | -15.3% | +12.9% | +2.8% |
| 6M | -6.6% | +6.7% | -13.3% | -10.7% |
| YTD | -2.2% | +34.8% | -37.0% | -15.3% |
| 1Y | -8.0% | +49.0% | -57.0% | -23.7% |
| All | -4.6% | +109.2% | -113.9% | -34.8% |
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