+573.2%
EMR vs AG
+312.9%
+260.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +3.9% |
| 7D | +2.1% | +10.8% | -8.7% | +1.0% |
| 30D | +4.8% | -8.2% | +12.9% | +5.6% |
| 3M | +7.5% | -13.7% | +21.2% | +8.8% |
| 6M | +20.9% | -27.3% | +48.1% | +24.0% |
| YTD | +29.2% | -4.6% | +33.7% | +27.8% |
| 1Y | +33.0% | +39.4% | -6.4% | +26.3% |
| 3Y | +109.8% | +244.1% | -134.4% | +75.2% |
| 5Y | +91.9% | +16.8% | +75.2% | +73.6% |
| 10Y | +301.5% | +71.7% | +229.8% | +217.8% |
| All | +573.2% | +312.9% | +260.2% | +245.6% |
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