+280.4%
EMR vs ALB
+32.4%
+248.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +2.8% | -5.8% | +8.6% | +4.4% |
| 30D | +3.7% | -4.5% | +8.2% | +4.7% |
| 3M | +2.0% | -28.1% | +30.1% | +10.3% |
| 6M | +22.1% | -53.2% | +75.3% | +46.7% |
| YTD | +27.2% | -33.3% | +60.6% | +36.4% |
| 1Y | +32.0% | -17.4% | +49.5% | +33.1% |
| 3Y | +103.3% | -14.1% | +117.4% | +83.2% |
| 5Y | +88.2% | -64.0% | +152.2% | +110.4% |
| All | +280.4% | +32.4% | +248.0% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling