+217.6%
BAC vs ADI
+631.6%
-414.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +2.2% |
| 7D | +3.2% | +9.5% | -6.2% | -1.0% |
| 30D | -0.7% | -1.4% | +0.7% | -0.9% |
| 3M | -20.0% | +4.7% | -24.7% | -22.5% |
| 6M | +3.4% | -7.4% | +10.9% | +4.2% |
| YTD | -5.7% | +48.1% | -53.8% | -24.8% |
| 1Y | -1.4% | +69.6% | -71.1% | -26.4% |
| 3Y | +97.9% | +144.4% | -46.4% | +16.5% |
| 5Y | +22.9% | +134.1% | -111.2% | -28.6% |
| All | +217.6% | +631.6% | -414.0% | +8.1% |
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