+3,534.5%
ADI vs MAR
+2,498.9%
+1,035.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.4% | -4.2% | +4.6% | +2.4% |
| 30D | -3.8% | -6.7% | +2.9% | -0.8% |
| 3M | -15.3% | -12.5% | -2.8% | -10.4% |
| 6M | +6.7% | +0.6% | +6.1% | +5.7% |
| YTD | +34.8% | +9.1% | +25.7% | +28.1% |
| 1Y | +49.0% | +26.2% | +22.8% | +31.8% |
| 3Y | +108.1% | +68.2% | +39.9% | +61.7% |
| 5Y | +142.4% | +163.9% | -21.5% | +51.0% |
| 10Y | +589.9% | +420.6% | +169.4% | +189.8% |
| All | +3,534.5% | +2,498.9% | +1,035.6% | +518.1% |
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