+17.0%
EMR vs A
+15.6%
+1.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.4% |
| 7D | +3.1% | -2.1% | +5.1% | +3.8% |
| 30D | -3.5% | +0.6% | -4.1% | -3.8% |
| 3M | +9.8% | +10.9% | -1.1% | +5.8% |
| 6M | +10.8% | +28.2% | -17.4% | +0.7% |
| YTD | +15.9% | +8.6% | +7.4% | +12.7% |
| All | +17.0% | +15.6% | +1.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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