+22.3%
ADP vs EMR
+32.0%
-9.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | +0.1% |
| 7D | +1.1% | +2.1% | -1.0% | +1.4% |
| 30D | +11.5% | +4.8% | +6.8% | +12.2% |
| 3M | +12.0% | +7.5% | +4.6% | +13.1% |
| 6M | +43.8% | +20.9% | +22.9% | +47.0% |
| YTD | +20.1% | +29.2% | -9.1% | +21.9% |
| All | +22.3% | +32.0% | -9.7% | +23.0% |
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