+123.4%
ADI vs MKTX
-25.3%
+148.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | -1.2% | +0.7% | -1.9% | -1.2% |
| 3M | -7.8% | +40.8% | -48.6% | -8.4% |
| 6M | +19.3% | -8.0% | +27.3% | +20.3% |
| YTD | +40.9% | -8.7% | +49.7% | +42.0% |
| 1Y | +54.5% | -11.8% | +66.3% | +55.9% |
| 3Y | +123.4% | -24.0% | +147.5% | +126.8% |
| All | +123.4% | -25.3% | +148.7% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling