+1,018.2%
EMR vs AGI
+5,459.2%
-4,441.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.9% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | -5.6% | +18.2% | -23.8% | -6.6% |
| 3M | +7.9% | -4.1% | +12.1% | +8.0% |
| 6M | +6.0% | -28.7% | +34.7% | +7.9% |
| YTD | +16.4% | -4.0% | +20.4% | +16.3% |
| 1Y | +16.6% | +17.4% | -0.8% | +15.0% |
| 3Y | +62.9% | +203.0% | -140.2% | +51.4% |
| 5Y | +60.1% | +376.7% | -316.6% | +44.3% |
| 10Y | +268.7% | +407.5% | -138.7% | +220.3% |
| All | +1,018.2% | +5,459.2% | -4,441.0% | +783.7% |
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