+54.5%
ADI vs EMR
+15.3%
+39.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +3.4% |
| 7D | +4.6% | -0.4% | +5.0% | +4.8% |
| 30D | -1.2% | -6.8% | +5.6% | +2.8% |
| 3M | -7.8% | +7.5% | -15.3% | -11.6% |
| 6M | +19.3% | +9.9% | +9.5% | +12.5% |
| YTD | +40.9% | +16.0% | +24.9% | +25.0% |
| 1Y | +54.5% | +12.4% | +42.0% | +35.5% |
| All | +54.5% | +15.3% | +39.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling