+40,736.5%
ADI vs EMR
+4,407.2%
+36,329.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | +9.5% | +2.5% | +7.0% | +8.0% |
| 30D | -1.4% | +3.3% | -4.7% | -2.9% |
| 3M | +4.7% | +1.7% | +3.1% | +4.2% |
| 6M | -7.4% | +21.7% | -29.1% | -17.2% |
| YTD | +48.1% | +26.8% | +21.3% | +27.9% |
| 1Y | +69.6% | +31.6% | +38.1% | +43.5% |
| 3Y | +144.4% | +102.5% | +41.8% | +59.6% |
| 5Y | +134.1% | +87.5% | +46.6% | +58.8% |
| 10Y | +632.8% | +279.1% | +353.7% | +216.4% |
| All | +40,736.5% | +4,407.2% | +36,329.3% | +4,207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling