+16.4%
EMR vs ACM
-47.1%
+63.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | -3.5% | -12.9% | +9.4% | +0.5% |
| 3M | +9.8% | -6.4% | +16.1% | +11.2% |
| 6M | +10.8% | -29.2% | +40.0% | +24.8% |
| YTD | +15.9% | -29.9% | +45.9% | +32.2% |
| 1Y | +16.4% | -47.3% | +63.7% | +38.3% |
| All | +16.4% | -47.1% | +63.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling