+616.7%
ADI vs MAR
+441.6%
+175.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +1.3% | -2.1% | +3.4% | +2.3% |
| 30D | -6.0% | -5.7% | -0.3% | -3.4% |
| 3M | -7.7% | -14.6% | +6.9% | -1.1% |
| 6M | +14.0% | +1.3% | +12.6% | +12.2% |
| YTD | +34.4% | +6.7% | +27.7% | +28.7% |
| 1Y | +48.0% | +26.4% | +21.5% | +30.0% |
| 3Y | +113.3% | +64.7% | +48.6% | +66.0% |
| 5Y | +131.1% | +153.1% | -22.0% | +46.9% |
| All | +616.7% | +441.6% | +175.1% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling