+5,327.3%
ADI vs EWJ
+155.8%
+5,171.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +2.4% | +2.9% | -0.4% | +0.2% |
| 30D | -6.6% | +1.1% | -7.7% | -7.4% |
| 3M | -9.8% | +7.1% | -16.9% | -14.0% |
| 6M | +15.7% | +16.2% | -0.5% | +3.9% |
| YTD | +35.1% | +22.0% | +13.1% | +16.7% |
| 1Y | +47.7% | +26.2% | +21.5% | +24.4% |
| 3Y | +114.5% | +73.5% | +41.0% | +42.9% |
| 5Y | +141.2% | +52.7% | +88.5% | +78.2% |
| 10Y | +611.3% | +138.5% | +472.8% | +292.7% |
| All | +5,327.3% | +155.8% | +5,171.5% | +2,227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling