+12.4%
EMR vs AGI
+9.2%
+3.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -0.4% | -2.7% | +2.3% | +0.2% |
| 30D | -6.8% | +7.2% | -14.0% | -8.5% |
| 3M | +7.5% | +4.3% | +3.2% | +5.5% |
| 6M | +9.9% | -27.1% | +36.9% | +15.9% |
| YTD | +16.0% | -6.6% | +22.6% | +17.3% |
| 1Y | +12.4% | +9.5% | +2.9% | +9.9% |
| All | +12.4% | +9.2% | +3.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling