+464.1%
EMR vs ACM
+230.8%
+233.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +7.9% | -8.0% | +15.9% | +11.0% |
| 6M | +6.0% | -29.7% | +35.7% | +23.4% |
| YTD | +16.4% | -29.4% | +45.8% | +34.9% |
| 1Y | +16.6% | -46.4% | +63.0% | +53.1% |
| 3Y | +62.9% | -22.3% | +85.2% | +77.6% |
| 5Y | +60.1% | +4.5% | +55.6% | +49.6% |
| 10Y | +268.8% | +127.6% | +141.1% | +130.4% |
| All | +464.1% | +230.8% | +233.3% | +162.9% |
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 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