+592.2%
ADI vs EWZ
+446.7%
+145.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.5% |
| 7D | +2.4% | +5.6% | -3.1% | +0.2% |
| 30D | -6.6% | +9.3% | -15.8% | -10.0% |
| 3M | -9.8% | +15.7% | -25.5% | -15.1% |
| 6M | +15.7% | +7.4% | +8.2% | +11.9% |
| YTD | +35.1% | +22.7% | +12.4% | +23.8% |
| 1Y | +47.7% | +36.4% | +11.3% | +29.5% |
| 3Y | +114.5% | +50.4% | +64.1% | +79.2% |
| 5Y | +141.2% | +67.6% | +73.6% | +86.6% |
| 10Y | +611.3% | +84.1% | +527.3% | +381.7% |
| All | +592.2% | +446.7% | +145.4% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling