+108.0%
EMR vs ABCL
-81.3%
+189.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -5.6% | +93.1% | -98.7% | -11.5% |
| 3M | +7.9% | +79.4% | -71.5% | +1.4% |
| 6M | +6.0% | +214.9% | -208.9% | -5.6% |
| YTD | +16.4% | +234.2% | -217.8% | +2.7% |
| 1Y | +16.6% | +174.8% | -158.1% | +3.9% |
| 3Y | +62.9% | +104.5% | -41.6% | +41.9% |
| 5Y | +60.1% | -39.0% | +99.1% | +41.0% |
| All | +108.0% | -81.3% | +189.3% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling