+280.4%
EMR vs ADM
+133.7%
+146.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.2% |
| 7D | +2.8% | +4.2% | -1.3% | +0.9% |
| 30D | +3.7% | -12.8% | +16.5% | +10.0% |
| 3M | +2.0% | -8.5% | +10.5% | +5.2% |
| 6M | +22.1% | -10.9% | +33.0% | +26.7% |
| YTD | +27.2% | +29.4% | -2.2% | +8.6% |
| 1Y | +32.0% | +27.5% | +4.5% | +13.4% |
| 3Y | +103.3% | +10.3% | +92.9% | +78.6% |
| 5Y | +88.2% | +27.4% | +60.9% | +41.5% |
| All | +280.4% | +133.7% | +146.6% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling