+138.3%
ADI vs EWZ
+59.6%
+78.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.8% | +5.2% |
| 7D | +4.6% | +0.9% | +3.7% | +4.2% |
| 30D | -1.2% | +12.8% | -14.0% | -5.6% |
| 3M | -7.8% | +10.8% | -18.6% | -11.4% |
| 6M | +19.3% | +2.5% | +16.8% | +17.7% |
| YTD | +40.9% | +21.4% | +19.6% | +30.6% |
| 1Y | +54.5% | +32.8% | +21.7% | +38.4% |
| 3Y | +123.4% | +45.2% | +78.2% | +91.9% |
| All | +138.3% | +59.6% | +78.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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