+138.3%
ADI vs MKTX
-60.5%
+198.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -7.8% | +40.8% | -48.6% | -13.1% |
| 6M | +19.3% | -8.0% | +27.3% | +21.1% |
| YTD | +40.9% | -8.7% | +49.7% | +43.1% |
| 1Y | +54.5% | -11.8% | +66.3% | +57.7% |
| 3Y | +123.4% | -24.0% | +147.5% | +127.5% |
| All | +138.3% | -60.5% | +198.8% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling