+135.1%
ADI vs EMR
+60.6%
+74.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +2.6% | +0.9% | +1.7% | +2.0% |
| 30D | -4.6% | -5.0% | +0.3% | -1.5% |
| 3M | -9.5% | +5.9% | -15.4% | -13.2% |
| 6M | +14.8% | +7.3% | +7.5% | +8.7% |
| YTD | +35.8% | +14.6% | +21.3% | +21.2% |
| 1Y | +48.9% | +15.6% | +33.3% | +31.5% |
| 3Y | +115.6% | +60.2% | +55.4% | +48.4% |
| 5Y | +135.1% | +65.8% | +69.3% | +53.4% |
| All | +135.1% | +60.6% | +74.5% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling