+1,132.3%
BE vs ADI
+140.6%
+991.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.7% | +5.8% |
| 7D | +20.0% | +0.4% | +19.5% | +19.5% |
| 30D | +7.9% | -3.8% | +11.7% | +11.9% |
| 3M | -13.2% | -15.3% | +2.0% | +4.4% |
| 6M | +53.5% | +6.7% | +46.8% | +50.4% |
| YTD | +191.0% | +34.8% | +156.3% | +132.2% |
| 1Y | +360.5% | +49.0% | +311.5% | +237.8% |
| 3Y | +1,568.0% | +108.1% | +1,459.9% | +724.2% |
| All | +1,132.3% | +140.6% | +991.8% | +441.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling