+4,298.5%
EMR vs ADM
+1,545.4%
+2,753.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.7% | -1.8% | +2.5% | +1.4% |
| 30D | +3.5% | -13.3% | +16.8% | +8.6% |
| 3M | +5.9% | -13.4% | +19.3% | +10.7% |
| 6M | +19.4% | -9.6% | +29.1% | +22.3% |
| YTD | +27.7% | +23.0% | +4.6% | +16.3% |
| 1Y | +30.9% | +27.4% | +3.5% | +17.6% |
| 3Y | +104.2% | +5.7% | +98.5% | +89.0% |
| 5Y | +89.6% | +22.1% | +67.5% | +64.5% |
| 10Y | +280.0% | +106.0% | +174.1% | +172.8% |
| All | +4,298.5% | +1,545.4% | +2,753.1% | +1,485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling