+11,904.6%
ADP vs EMR
+4,298.0%
+7,606.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +3.2% | -1.6% | +4.8% | +3.8% |
| 30D | +14.9% | +2.0% | +12.9% | +13.7% |
| 3M | +11.6% | +3.8% | +7.8% | +9.3% |
| 6M | +48.5% | +10.5% | +37.9% | +40.0% |
| YTD | +20.6% | +23.7% | -3.1% | +6.9% |
| 1Y | +23.7% | +25.4% | -1.7% | +8.8% |
| 3Y | +47.8% | +86.6% | -38.8% | +5.8% |
| 5Y | +47.7% | +83.0% | -35.3% | +5.9% |
| 10Y | +324.0% | +319.5% | +4.5% | +103.6% |
| All | +11,904.6% | +4,298.0% | +7,606.6% | +1,749.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling