+10,816.5%
ADP vs EMR
+4,039.8%
+6,776.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.8% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | +2.8% | -5.6% | +8.4% | +5.0% |
| 3M | +20.9% | +7.9% | +13.0% | +16.0% |
| 6M | +29.9% | +6.0% | +23.9% | +23.9% |
| YTD | +9.6% | +16.4% | -6.8% | 0.0% |
| 1Y | -5.3% | +16.6% | -21.9% | -14.1% |
| 3Y | +16.5% | +62.9% | -46.4% | -11.3% |
| 5Y | +49.4% | +60.1% | -10.7% | +13.5% |
| 10Y | +282.2% | +268.8% | +13.4% | +94.2% |
| All | +10,816.5% | +4,039.8% | +6,776.7% | +1,631.3% |
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 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