+139.4%
BAC vs ADI
+111.0%
+28.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -0.4% | -3.8% | +3.4% | +0.6% |
| 3M | +16.9% | -15.3% | +32.2% | +21.6% |
| 6M | +26.6% | +6.7% | +19.9% | +21.2% |
| YTD | +15.8% | +34.8% | -19.0% | +2.1% |
| 1Y | +27.2% | +49.0% | -21.9% | +7.9% |
| All | +139.4% | +111.0% | +28.5% | +65.2% |
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