+351.8%
ADI vs CARR
+425.9%
-74.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -4.6% | -8.7% | +4.0% | -1.6% |
| 3M | -9.5% | -18.4% | +8.9% | -2.8% |
| 6M | +14.8% | -0.6% | +15.5% | +14.5% |
| YTD | +35.8% | +10.9% | +24.9% | +30.3% |
| 1Y | +48.9% | -7.3% | +56.2% | +51.5% |
| 3Y | +115.6% | +2.9% | +112.7% | +110.3% |
| 5Y | +135.1% | +9.6% | +125.5% | +115.8% |
| All | +351.8% | +425.9% | -74.2% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling