+1,082.2%
EMR vs A
+557.8%
+524.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | +3.5% | +4.3% | -0.8% | +2.3% |
| 3M | +5.9% | +19.8% | -13.9% | +0.3% |
| 6M | +19.4% | +54.4% | -34.9% | +4.4% |
| YTD | +27.7% | +31.7% | -4.0% | +16.7% |
| 1Y | +30.9% | +22.4% | +8.5% | +22.3% |
| 3Y | +104.2% | +67.7% | +36.5% | +72.3% |
| 5Y | +89.6% | +15.7% | +73.9% | +75.4% |
| 10Y | +280.0% | +308.7% | -28.7% | +150.3% |
| All | +1,082.2% | +557.8% | +524.4% | +497.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling