+123.4%
ADI vs CARR
+1.4%
+122.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.4% | +4.1% |
| 7D | +4.6% | -3.8% | +8.3% | +6.6% |
| 30D | -1.2% | -8.9% | +7.7% | +3.5% |
| 3M | -7.8% | -17.3% | +9.5% | +1.2% |
| 6M | +19.3% | -1.4% | +20.7% | +18.7% |
| YTD | +40.9% | +10.0% | +30.9% | +32.1% |
| 1Y | +54.5% | -6.4% | +60.8% | +56.7% |
| 3Y | +123.4% | +1.5% | +121.9% | +108.8% |
| All | +123.4% | +1.4% | +122.1% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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