+25.3%
ADP vs EMR
+29.1%
-3.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +2.2% | +2.8% | -0.7% | +2.6% |
| 30D | +10.6% | +3.7% | +6.9% | +11.1% |
| 3M | +12.9% | +2.0% | +10.9% | +13.3% |
| 6M | +50.6% | +22.1% | +28.5% | +53.7% |
| YTD | +23.2% | +27.2% | -4.0% | +24.3% |
| 1Y | +25.3% | +32.0% | -6.8% | +24.7% |
| All | +25.3% | +29.1% | -3.8% | +24.7% |
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