+128.1%
EMR vs ABCL
-79.6%
+207.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | +3.5% | -0.7% | +4.2% | +3.4% |
| 3M | +5.9% | +33.4% | -27.5% | +2.8% |
| 6M | +19.4% | +137.8% | -118.3% | +8.7% |
| YTD | +27.7% | +264.3% | -236.7% | +11.4% |
| 1Y | +30.9% | +209.2% | -178.3% | +15.6% |
| 3Y | +104.2% | +208.4% | -104.2% | +73.9% |
| 5Y | +89.6% | -11.9% | +101.5% | +65.6% |
| All | +128.1% | -79.6% | +207.7% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling