+280.0%
EMR vs AG
+64.1%
+215.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.6% |
| 7D | +0.7% | +6.0% | -5.3% | +0.1% |
| 30D | +3.5% | -13.5% | +17.1% | +4.9% |
| 3M | +5.9% | -20.7% | +26.6% | +8.0% |
| 6M | +19.4% | -31.5% | +51.0% | +22.9% |
| YTD | +27.7% | -10.1% | +37.8% | +27.5% |
| 1Y | +30.9% | +26.0% | +4.9% | +26.8% |
| 3Y | +104.2% | +228.9% | -124.7% | +77.5% |
| 5Y | +89.6% | +8.7% | +80.9% | +75.2% |
| 10Y | +280.0% | +71.9% | +208.1% | +218.5% |
| All | +280.0% | +64.1% | +215.9% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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