+62.1%
EMR vs ALB
-29.2%
+91.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +2.5% |
| 7D | -1.5% | -8.1% | +6.5% | -0.2% |
| 30D | -5.6% | +6.3% | -11.9% | -6.8% |
| 3M | +7.9% | -23.6% | +31.5% | +12.5% |
| 6M | +6.0% | -24.6% | +30.6% | +9.9% |
| YTD | +16.4% | -10.3% | +26.7% | +16.4% |
| 1Y | +16.6% | +61.5% | -44.8% | +3.6% |
| All | +62.1% | -29.2% | +91.3% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling