+1,121.8%
EMR vs AGI
+4,206.7%
-3,084.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.8% | -10.1% | +13.0% | +3.5% |
| 30D | +3.7% | -6.5% | +10.2% | +4.0% |
| 3M | +2.0% | -12.8% | +14.8% | +2.7% |
| 6M | +22.1% | -34.3% | +56.4% | +24.9% |
| YTD | +27.2% | -25.6% | +52.8% | +29.0% |
| 1Y | +32.0% | -14.2% | +46.3% | +32.7% |
| 3Y | +103.3% | +127.3% | -24.0% | +92.2% |
| 5Y | +88.2% | +241.8% | -153.5% | +72.9% |
| 10Y | +280.4% | +381.8% | -101.3% | +232.3% |
| All | +1,121.8% | +4,206.7% | -3,084.9% | +879.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling