+130.8%
EMR vs ABCL
-79.5%
+210.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.2% | -0.8% | +4.0% |
| 7D | +2.1% | +12.4% | -10.3% | +1.1% |
| 30D | +4.8% | -0.4% | +5.1% | +4.6% |
| 3M | +7.5% | +80.4% | -72.9% | +1.2% |
| 6M | +20.9% | +138.5% | -117.7% | +10.0% |
| YTD | +29.2% | +265.5% | -236.3% | +12.7% |
| 1Y | +33.0% | +219.7% | -186.7% | +17.1% |
| 3Y | +109.8% | +209.4% | -99.7% | +78.6% |
| 5Y | +91.9% | -15.0% | +107.0% | +67.5% |
| All | +130.8% | -79.5% | +210.3% | +105.9% |
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