+20.5%
ADP vs EMR
+25.6%
-5.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.8% |
| 7D | +6.4% | +1.6% | +4.7% | +6.6% |
| 30D | +16.6% | +5.0% | +11.6% | +17.3% |
| 3M | +12.9% | +7.7% | +5.2% | +13.9% |
| 6M | +45.7% | +26.8% | +18.9% | +48.3% |
| YTD | +20.6% | +29.9% | -9.2% | +22.7% |
| 1Y | +20.5% | +25.7% | -5.2% | +23.3% |
| All | +20.5% | +25.6% | -5.2% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling