+135.1%
ADI vs MAR
+158.8%
-23.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | +2.6% | -0.5% | +3.1% | +2.9% |
| 30D | -4.6% | -4.7% | 0.0% | -2.1% |
| 3M | -9.5% | -15.6% | +6.1% | -1.0% |
| 6M | +14.8% | +1.2% | +13.6% | +12.5% |
| YTD | +35.8% | +7.5% | +28.3% | +27.6% |
| 1Y | +48.9% | +26.6% | +22.3% | +26.0% |
| 3Y | +115.6% | +66.0% | +49.6% | +55.4% |
| 5Y | +135.1% | +154.1% | -19.0% | +38.6% |
| All | +135.1% | +158.8% | -23.7% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling