+1,410.2%
ADI vs MKTX
+1,445.1%
-34.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +2.6% | +0.3% | +2.4% | +2.6% |
| 30D | -4.6% | +1.0% | -5.6% | -4.8% |
| 3M | -9.5% | +40.8% | -50.3% | -16.4% |
| 6M | +14.8% | -10.9% | +25.7% | +16.2% |
| YTD | +35.8% | -8.6% | +44.4% | +36.4% |
| 1Y | +48.9% | -11.6% | +60.5% | +50.3% |
| 3Y | +115.6% | -24.5% | +140.1% | +119.2% |
| 5Y | +135.1% | -60.7% | +195.8% | +169.8% |
| 10Y | +636.4% | +5.1% | +631.3% | +574.1% |
| All | +1,410.2% | +1,445.1% | -34.9% | +628.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling