+114.5%
ADI vs EMR
+62.0%
+52.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.4% | +3.1% | -0.6% | +0.5% |
| 30D | -6.6% | -3.5% | -3.0% | -4.5% |
| 3M | -9.8% | +9.8% | -19.6% | -15.4% |
| 6M | +15.7% | +10.8% | +4.9% | +7.5% |
| YTD | +35.1% | +15.9% | +19.2% | +19.8% |
| 1Y | +47.7% | +16.4% | +31.3% | +30.0% |
| 3Y | +114.5% | +62.1% | +52.4% | +51.7% |
| All | +114.5% | +62.0% | +52.5% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling