+144.4%
ADI vs EWJ
+66.4%
+77.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.1% |
| 7D | +9.5% | +4.0% | +5.5% | +5.3% |
| 30D | -1.4% | -4.3% | +2.9% | +3.6% |
| 3M | +4.7% | -6.8% | +11.5% | +13.0% |
| 6M | -7.4% | -0.9% | -6.5% | -5.3% |
| YTD | +48.1% | +14.3% | +33.8% | +31.7% |
| 1Y | +69.6% | +15.3% | +54.3% | +49.5% |
| 3Y | +144.4% | +65.6% | +78.7% | +49.2% |
| All | +144.4% | +66.4% | +77.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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