+64.6%
MAR vs ADM
+18.5%
+46.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -6.9% | +11.0% | -17.9% | -7.9% |
| 3M | -15.8% | +6.0% | -21.8% | -16.4% |
| 6M | +1.9% | +26.9% | -25.0% | -1.3% |
| YTD | +6.6% | +50.0% | -43.4% | +0.7% |
| 1Y | +23.7% | +39.6% | -15.9% | +17.8% |
| 3Y | +64.6% | +18.5% | +46.1% | +61.3% |
| All | +64.6% | +18.5% | +46.0% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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