+506.8%
EMR vs AG
+445.6%
+61.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.9% |
| 7D | -1.5% | +1.0% | -2.5% | -1.6% |
| 30D | -5.6% | +19.2% | -24.8% | -7.5% |
| 3M | +7.9% | +6.2% | +1.8% | +6.7% |
| 6M | +6.0% | -26.7% | +32.7% | +8.5% |
| YTD | +16.4% | +26.1% | -9.7% | +12.1% |
| 1Y | +16.6% | +131.7% | -115.0% | +4.7% |
| 3Y | +62.9% | +255.3% | -192.5% | +35.2% |
| 5Y | +60.1% | +61.9% | -1.8% | +40.0% |
| 10Y | +268.7% | +72.0% | +196.7% | +191.7% |
| All | +506.8% | +445.6% | +61.2% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling