+565.3%
EMR vs AG
+288.7%
+276.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.5% |
| 7D | +0.7% | +6.0% | -5.3% | 0.0% |
| 30D | +3.5% | -13.5% | +17.1% | +5.1% |
| 3M | +5.9% | -20.7% | +26.6% | +8.2% |
| 6M | +19.4% | -31.5% | +51.0% | +23.3% |
| YTD | +27.7% | -10.1% | +37.8% | +27.1% |
| 1Y | +30.9% | +26.0% | +4.9% | +25.6% |
| 3Y | +104.2% | +228.9% | -124.7% | +71.4% |
| 5Y | +89.6% | +8.7% | +80.9% | +72.8% |
| 10Y | +280.0% | +71.9% | +208.1% | +200.8% |
| All | +565.3% | +288.7% | +276.6% | +243.7% |
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