+62.7%
EMR vs ACM
+5.0%
+57.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -1.5% | -3.7% | +2.2% | +0.3% |
| 30D | -5.6% | -11.1% | +5.5% | -0.8% |
| 3M | +7.9% | -8.0% | +15.9% | +11.2% |
| 6M | +6.0% | -29.7% | +35.7% | +25.6% |
| YTD | +16.4% | -29.4% | +45.8% | +37.1% |
| 1Y | +16.6% | -46.4% | +63.0% | +58.5% |
| 3Y | +62.9% | -22.3% | +85.2% | +76.6% |
| All | +62.7% | +5.0% | +57.8% | +47.9% |
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