+277.4%
EMR vs ADM
+171.4%
+106.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.3% |
| 30D | -5.0% | +8.2% | -13.2% | -8.6% |
| 3M | +5.9% | +8.7% | -2.8% | +1.1% |
| 6M | +7.3% | +29.1% | -21.8% | -6.5% |
| YTD | +14.6% | +53.7% | -39.1% | -8.5% |
| 1Y | +15.6% | +43.2% | -27.6% | -5.1% |
| 3Y | +60.2% | +21.4% | +38.8% | +37.7% |
| 5Y | +65.8% | +67.1% | -1.3% | +9.2% |
| 10Y | +277.4% | +176.6% | +100.8% | +68.0% |
| All | +277.4% | +171.4% | +106.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ADM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling