+83.4%
EMR vs ACM
-2.7%
+86.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | +5.4% | -6.9% | -4.0% |
| 30D | +2.0% | +15.1% | -13.2% | -4.8% |
| 3M | +3.8% | -10.5% | +14.3% | +8.6% |
| 6M | +10.5% | -19.7% | +30.2% | +21.8% |
| YTD | +23.7% | -28.8% | +52.5% | +45.3% |
| 1Y | +25.4% | -47.9% | +73.3% | +74.6% |
| 3Y | +86.6% | -12.4% | +98.9% | +87.9% |
| All | +83.4% | -2.7% | +86.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling