+37,071.2%
ADI vs MTB
+8,294.1%
+28,777.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | -3.8% | -4.2% | +0.4% | -2.1% |
| 3M | -15.3% | +8.9% | -24.1% | -18.4% |
| 6M | +6.7% | +10.9% | -4.2% | +2.0% |
| YTD | +34.8% | +21.5% | +13.3% | +23.9% |
| 1Y | +49.0% | +21.9% | +27.1% | +36.6% |
| 3Y | +108.1% | +109.2% | -1.2% | +52.3% |
| 5Y | +142.4% | +102.0% | +40.5% | +73.7% |
| 10Y | +589.9% | +171.9% | +418.0% | +305.2% |
| All | +37,071.2% | +8,294.1% | +28,777.1% | +4,407.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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