+4,162.2%
EMR vs ADM
+1,561.3%
+2,601.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -1.6% | -9.0% | +7.5% | +1.6% |
| 30D | +2.0% | -14.0% | +15.9% | +7.2% |
| 3M | +3.8% | -9.2% | +13.0% | +6.6% |
| 6M | +10.5% | -9.2% | +19.7% | +13.0% |
| YTD | +23.7% | +24.2% | -0.5% | +12.3% |
| 1Y | +25.4% | +27.0% | -1.6% | +12.8% |
| 3Y | +86.6% | +6.6% | +80.0% | +72.2% |
| 5Y | +83.0% | +25.0% | +58.0% | +57.4% |
| 10Y | +319.5% | +100.2% | +219.2% | +203.6% |
| All | +4,162.2% | +1,561.3% | +2,601.0% | +1,430.7% |
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