+104.2%
EMR vs ABCL
+206.1%
-102.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.4% |
| 30D | +3.5% | -0.7% | +4.2% | +3.3% |
| 3M | +5.9% | +33.4% | -27.5% | +1.4% |
| 6M | +19.4% | +137.8% | -118.3% | +3.6% |
| YTD | +27.7% | +264.3% | -236.7% | +3.3% |
| 1Y | +30.9% | +209.2% | -178.3% | +7.9% |
| 3Y | +104.2% | +208.4% | -104.2% | +53.0% |
| All | +104.2% | +206.1% | -102.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling