+2,233.8%
EMR vs ALB
+2,214.8%
+19.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -1.6% | +9.1% | -10.6% | -4.2% |
| 30D | +2.0% | -3.4% | +5.4% | +2.8% |
| 3M | +3.8% | -20.6% | +24.4% | +10.5% |
| 6M | +10.5% | -48.2% | +58.7% | +33.0% |
| YTD | +23.7% | -29.2% | +52.9% | +32.0% |
| 1Y | +25.4% | +10.0% | +15.4% | +15.6% |
| 3Y | +86.6% | -12.9% | +99.5% | +65.5% |
| 5Y | +83.0% | -61.3% | +144.3% | +98.9% |
| 10Y | +319.5% | +35.8% | +283.7% | +163.7% |
| All | +2,233.8% | +2,214.8% | +19.0% | +586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling