+37,071.1%
ADI vs EMR
+4,039.8%
+33,031.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | +0.4% | -1.5% | +2.0% | +1.3% |
| 30D | -3.8% | -5.6% | +1.8% | -0.6% |
| 3M | -15.3% | +7.9% | -23.2% | -19.1% |
| 6M | +6.7% | +6.0% | +0.7% | +2.7% |
| YTD | +34.8% | +16.4% | +18.3% | +21.8% |
| 1Y | +49.0% | +16.6% | +32.4% | +34.3% |
| 3Y | +108.1% | +62.9% | +45.2% | +53.1% |
| 5Y | +142.4% | +60.1% | +82.3% | +78.8% |
| 10Y | +589.9% | +268.7% | +321.2% | +200.9% |
| All | +37,071.1% | +4,039.8% | +33,031.3% | +4,001.3% |
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