+1,376.8%
BAC vs ADI
+36,130.1%
-34,753.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | +16.9% | -15.3% | +32.2% | +21.2% |
| 6M | +26.6% | +6.7% | +19.9% | +23.0% |
| YTD | +15.8% | +34.8% | -19.0% | +5.6% |
| 1Y | +27.2% | +49.0% | -21.9% | +12.7% |
| 3Y | +132.4% | +108.1% | +24.3% | +85.8% |
| 5Y | +72.6% | +142.4% | -69.9% | +31.3% |
| 10Y | +389.7% | +589.9% | -200.2% | +188.8% |
| All | +1,376.8% | +36,130.1% | -34,753.3% | +243.9% |
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