+62.7%
EMR vs AG
+64.2%
-1.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | -5.6% | +19.2% | -24.8% | -7.8% |
| 3M | +7.9% | +6.2% | +1.8% | +6.4% |
| 6M | +6.0% | -26.7% | +32.7% | +8.5% |
| YTD | +16.4% | +26.1% | -9.7% | +11.8% |
| 1Y | +16.6% | +131.7% | -115.0% | +4.4% |
| 3Y | +62.9% | +255.3% | -192.5% | +34.4% |
| All | +62.7% | +64.2% | -1.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling