+499.2%
EMR vs ACM
+233.3%
+265.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | +3.8% | -10.5% | +14.3% | +8.1% |
| 6M | +10.5% | -19.7% | +30.2% | +20.3% |
| YTD | +23.7% | -28.8% | +52.5% | +42.3% |
| 1Y | +25.4% | -47.9% | +73.3% | +66.6% |
| 3Y | +86.6% | -12.4% | +98.9% | +91.6% |
| 5Y | +83.0% | +0.6% | +82.5% | +74.2% |
| 10Y | +319.5% | +161.3% | +158.2% | +146.2% |
| All | +499.2% | +233.3% | +265.9% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling