+1,064.4%
BAC vs ADI
+36,261.2%
-35,196.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.2% | -12.8% | +11.7% | +2.2% |
| 30D | -7.7% | -11.3% | +3.7% | -5.0% |
| 3M | -21.2% | -3.4% | -17.8% | -20.8% |
| 6M | -6.8% | -12.0% | +5.2% | -5.0% |
| YTD | -8.7% | +35.3% | -44.0% | -17.1% |
| 1Y | -5.3% | +58.1% | -63.4% | -17.5% |
| 3Y | +87.4% | +127.4% | -39.9% | +46.0% |
| 5Y | +18.9% | +114.6% | -95.7% | -7.0% |
| 10Y | +273.3% | +589.3% | -316.0% | +119.4% |
| All | +1,064.4% | +36,261.2% | -35,196.8% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling