+237.7%
BAC vs ADI
+625.4%
-387.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.1% | -6.3% | +8.4% | +4.5% |
| 30D | -6.7% | -3.2% | -3.5% | -6.0% |
| 3M | -20.2% | +2.8% | -23.0% | -22.0% |
| 6M | -0.2% | -5.0% | +4.8% | -0.7% |
| YTD | -6.4% | +46.3% | -52.7% | -24.8% |
| 1Y | -3.1% | +71.6% | -74.8% | -28.1% |
| 3Y | +96.7% | +139.2% | -42.4% | +17.0% |
| 5Y | +21.3% | +136.4% | -115.1% | -30.1% |
| 10Y | +237.7% | +636.2% | -398.5% | +13.8% |
| All | +237.7% | +625.4% | -387.7% | +13.8% |
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 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