+3,892.9%
ADI vs MAR
+3,168.2%
+724.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +9.5% | +1.6% | +7.9% | +8.6% |
| 30D | -1.4% | +13.8% | -15.2% | -7.2% |
| 3M | +4.7% | +20.3% | -15.6% | -4.0% |
| 6M | -7.4% | +21.3% | -28.7% | -16.1% |
| YTD | +48.1% | +37.2% | +10.8% | +26.4% |
| 1Y | +69.6% | +48.4% | +21.2% | +39.5% |
| 3Y | +144.4% | +120.1% | +24.2% | +67.8% |
| 5Y | +134.1% | +182.1% | -48.0% | +41.4% |
| 10Y | +632.8% | +530.2% | +102.5% | +181.6% |
| All | +3,892.9% | +3,168.2% | +724.7% | +510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling