+16.4%
EMR vs ADM
+38.4%
-22.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +3.1% | -0.1% | +3.1% | +3.1% |
| 30D | -3.5% | +11.0% | -14.6% | -3.8% |
| 3M | +9.8% | +6.0% | +3.8% | +9.6% |
| 6M | +10.8% | +26.9% | -16.1% | +7.9% |
| YTD | +15.9% | +50.0% | -34.1% | +10.0% |
| 1Y | +16.4% | +39.6% | -23.2% | +9.8% |
| All | +16.4% | +38.4% | -22.0% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling